+1,015.5%
FCX vs XEL
+1,159.3%
-143.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.9% | -1.0% | -3.9% | -4.6% |
| 30D | +4.8% | -1.9% | +6.7% | +5.3% |
| 3M | +4.6% | -1.9% | +6.5% | +4.9% |
| 6M | +10.8% | -7.4% | +18.3% | +13.0% |
| YTD | +44.2% | +4.1% | +40.2% | +41.4% |
| 1Y | +59.6% | +8.0% | +51.5% | +53.4% |
| 3Y | +82.2% | +48.4% | +33.9% | +54.7% |
| 5Y | +115.6% | +27.2% | +88.4% | +91.2% |
| 10Y | +670.6% | +146.8% | +523.7% | +428.6% |
| All | +1,015.5% | +1,159.3% | -143.8% | +332.9% |
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