+701.1%
FCX vs BUD
-23.5%
+724.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.8% |
| 7D | +5.7% | +0.8% | +5.0% | +5.2% |
| 30D | +10.1% | -4.8% | +14.9% | +13.1% |
| 3M | +20.2% | +1.4% | +18.8% | +18.4% |
| 6M | +29.7% | +9.9% | +19.8% | +21.3% |
| YTD | +51.9% | +26.3% | +25.6% | +30.1% |
| 1Y | +66.0% | +36.1% | +29.8% | +35.0% |
| 3Y | +102.7% | +48.6% | +54.2% | +50.9% |
| 5Y | +138.9% | +45.0% | +93.9% | +76.6% |
| 10Y | +701.1% | -23.1% | +724.2% | +607.1% |
| All | +701.1% | -23.5% | +724.6% | +607.1% |
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