+83.9%
FCX vs BLDR
-50.7%
+134.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | -14.7% | +20.1% | -34.8% | -19.4% |
| 3M | -11.2% | -17.5% | +6.3% | -7.0% |
| 6M | -11.4% | -16.1% | +4.7% | -8.8% |
| YTD | +17.7% | -41.0% | +58.7% | +32.9% |
| 1Y | +47.5% | -41.6% | +89.1% | +66.6% |
| 3Y | +83.9% | -50.8% | +134.7% | +99.3% |
| All | +83.9% | -50.7% | +134.6% | +99.3% |
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