+613.6%
FCX vs BLDR
+372.1%
+241.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.6% | -5.0% |
| 7D | -1.9% | -8.1% | +6.3% | +1.4% |
| 30D | +3.4% | -21.5% | +24.9% | +13.6% |
| 3M | +15.0% | -21.0% | +36.0% | +24.1% |
| 6M | +14.6% | -37.1% | +51.7% | +35.2% |
| YTD | +41.2% | -42.7% | +83.9% | +71.3% |
| 1Y | +60.4% | -58.0% | +118.3% | +119.8% |
| 3Y | +88.4% | -57.8% | +146.3% | +137.5% |
| 5Y | +115.0% | +10.3% | +104.8% | +60.4% |
| All | +613.6% | +372.1% | +241.5% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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