+810.5%
FCX vs XEL
+1,268.2%
-457.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | +2.4% | -2.7% | -1.1% |
| 30D | -14.7% | +8.3% | -23.0% | -17.1% |
| 3M | -11.2% | +4.2% | -15.3% | -12.6% |
| 6M | -11.4% | +3.7% | -15.1% | -13.0% |
| YTD | +17.7% | +13.1% | +4.7% | +12.1% |
| 1Y | +47.5% | +5.0% | +42.5% | +43.9% |
| 3Y | +83.9% | +55.0% | +28.9% | +53.8% |
| 5Y | +54.0% | +51.8% | +2.1% | +28.7% |
| 10Y | +372.9% | +185.6% | +187.3% | +208.4% |
| All | +810.5% | +1,268.2% | -457.7% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling