+724.2%
FCX vs XLB
+158.8%
+565.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +1.2% |
| 7D | +3.1% | -2.9% | +6.1% | +8.2% |
| 30D | +8.1% | -3.4% | +11.5% | +14.5% |
| 3M | +18.9% | +1.6% | +17.3% | +15.9% |
| 6M | +26.6% | +3.6% | +23.0% | +20.7% |
| YTD | +51.2% | +14.2% | +36.9% | +23.0% |
| 1Y | +75.6% | +15.6% | +60.0% | +40.9% |
| 3Y | +101.7% | +33.1% | +68.6% | +32.8% |
| 5Y | +134.6% | +35.1% | +99.6% | +58.2% |
| 10Y | +724.2% | +164.5% | +559.6% | +71.1% |
| All | +724.2% | +158.8% | +565.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling