+419.5%
FCX vs BLDR
+374.7%
+44.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | -14.7% | +20.1% | -34.8% | -19.7% |
| 3M | -11.2% | -17.5% | +6.3% | -7.4% |
| 6M | -11.4% | -16.1% | +4.7% | -9.0% |
| YTD | +17.7% | -41.0% | +58.7% | +32.4% |
| 1Y | +47.5% | -41.6% | +89.1% | +65.8% |
| 3Y | +83.9% | -50.8% | +134.7% | +108.5% |
| 5Y | +54.0% | -10.8% | +64.7% | +43.0% |
| 10Y | +372.9% | +486.3% | -113.4% | +155.5% |
| All | +419.5% | +374.7% | +44.8% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling