+383.2%
FCX vs BUD
-3.2%
+386.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +4.4% | -1.6% | +6.0% | +5.3% |
| 30D | -16.3% | +6.7% | -23.0% | -20.1% |
| 3M | -12.5% | +5.9% | -18.4% | -16.4% |
| 6M | -8.0% | +5.1% | -13.1% | -12.3% |
| YTD | +20.1% | +32.9% | -12.7% | -1.3% |
| 1Y | +45.9% | +31.8% | +14.1% | +20.3% |
| 3Y | +86.2% | +47.4% | +38.9% | +38.5% |
| 5Y | +57.1% | +50.8% | +6.3% | +12.7% |
| All | +383.2% | -3.2% | +386.4% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling