+115.8%
FCX vs XBI
+19.1%
+96.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.3% | -4.6% | +2.4% | +0.1% |
| 30D | +2.7% | -2.0% | +4.7% | +3.7% |
| 3M | +7.4% | +17.8% | -10.4% | -1.3% |
| 6M | +16.0% | +23.7% | -7.7% | +4.3% |
| YTD | +40.9% | +28.2% | +12.7% | +24.4% |
| 1Y | +56.4% | +64.0% | -7.5% | +22.8% |
| 3Y | +84.2% | +99.4% | -15.2% | +29.9% |
| All | +115.8% | +19.1% | +96.7% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling