+115.8%
FCX vs XEL
+29.8%
+85.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | +2.7% | -3.9% | +6.6% | +3.4% |
| 3M | +7.4% | -2.8% | +10.2% | +7.8% |
| 6M | +16.0% | -5.4% | +21.4% | +16.9% |
| YTD | +40.9% | +3.8% | +37.2% | +39.1% |
| 1Y | +56.4% | +6.8% | +49.6% | +52.6% |
| 3Y | +84.2% | +45.6% | +38.6% | +60.6% |
| All | +115.8% | +29.8% | +85.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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