+612.2%
FCX vs BX
+673.1%
-60.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.6% |
| 7D | -2.3% | -5.6% | +3.3% | +1.0% |
| 30D | +2.7% | -12.2% | +14.9% | +10.5% |
| 3M | +7.4% | +7.4% | 0.0% | +2.2% |
| 6M | +16.0% | +22.2% | -6.1% | +1.5% |
| YTD | +40.9% | -14.0% | +54.9% | +49.8% |
| 1Y | +56.4% | -27.3% | +83.7% | +83.8% |
| 3Y | +84.2% | +24.5% | +59.7% | +50.0% |
| 5Y | +114.6% | +18.9% | +95.7% | +65.3% |
| All | +612.2% | +673.1% | -60.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling