+283.2%
FCX vs XBI
+937.9%
-654.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +6.2% |
| 7D | +5.7% | -0.9% | +6.6% | +6.4% |
| 30D | +10.1% | +2.9% | +7.2% | +7.7% |
| 3M | +20.2% | +26.2% | -6.0% | +1.5% |
| 6M | +29.7% | +30.7% | -1.0% | +6.9% |
| YTD | +51.9% | +32.9% | +19.0% | +23.5% |
| 1Y | +66.0% | +72.3% | -6.3% | +12.0% |
| 3Y | +102.7% | +107.2% | -4.4% | +15.9% |
| 5Y | +138.9% | +23.2% | +115.7% | +85.1% |
| 10Y | +701.1% | +158.5% | +542.5% | +224.8% |
| All | +283.2% | +937.9% | -654.7% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling