+536.4%
FCX vs BLDR
+414.6%
+121.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | -4.9% | -2.8% | -2.0% | -4.1% |
| 30D | +4.8% | -13.3% | +18.1% | +8.8% |
| 3M | +4.6% | -12.3% | +16.9% | +7.3% |
| 6M | +10.8% | -31.5% | +42.3% | +21.5% |
| YTD | +44.2% | -36.1% | +80.3% | +60.2% |
| 1Y | +59.6% | -54.1% | +113.6% | +93.5% |
| 3Y | +82.2% | -55.8% | +138.0% | +114.1% |
| 5Y | +115.6% | +20.7% | +94.9% | +86.1% |
| 10Y | +670.6% | +390.2% | +280.3% | +336.4% |
| All | +536.4% | +414.6% | +121.7% | +163.1% |
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