+102.7%
FCX vs BLDR
-54.9%
+157.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.2% | +6.7% |
| 7D | +5.7% | -0.3% | +6.1% | +5.7% |
| 30D | +10.1% | -16.2% | +26.3% | +15.2% |
| 3M | +20.2% | -14.4% | +34.6% | +23.9% |
| 6M | +29.7% | -32.8% | +62.5% | +43.0% |
| YTD | +51.9% | -39.2% | +91.1% | +71.1% |
| 1Y | +66.0% | -57.7% | +123.7% | +106.6% |
| 3Y | +102.7% | -55.3% | +158.0% | +129.5% |
| All | +102.7% | -54.9% | +157.6% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling