+59.6%
FCX vs XBI
+75.8%
-16.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.5% |
| 7D | -4.9% | +0.9% | -5.7% | -5.4% |
| 30D | +4.8% | +7.1% | -2.2% | -0.2% |
| 3M | +4.6% | +22.9% | -18.3% | -9.8% |
| 6M | +10.8% | +29.7% | -18.9% | -7.9% |
| YTD | +44.2% | +34.5% | +9.7% | +17.3% |
| 1Y | +59.6% | +76.1% | -16.5% | +11.2% |
| All | +59.6% | +75.8% | -16.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling