+134.6%
FCX vs BLDR
+13.4%
+121.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +3.1% | -2.7% | +5.8% | +3.8% |
| 30D | +8.1% | -14.7% | +22.8% | +13.3% |
| 3M | +18.9% | -20.8% | +39.8% | +26.4% |
| 6M | +26.6% | -35.3% | +61.9% | +43.3% |
| YTD | +51.2% | -40.3% | +91.5% | +74.2% |
| 1Y | +75.6% | -56.3% | +131.8% | +123.3% |
| 3Y | +101.7% | -56.1% | +157.8% | +138.9% |
| 5Y | +134.6% | +12.9% | +121.7% | +57.6% |
| All | +134.6% | +13.4% | +121.3% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling