+383.2%
FCX vs XLB
+164.1%
+219.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -0.6% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -16.3% | +5.3% | -21.6% | -23.2% |
| 3M | -12.5% | 0.0% | -12.5% | -12.4% |
| 6M | -8.0% | +1.2% | -9.3% | -9.5% |
| YTD | +20.1% | +16.9% | +3.2% | -5.9% |
| 1Y | +45.9% | +20.9% | +25.0% | +8.4% |
| 3Y | +86.2% | +43.3% | +42.9% | +8.8% |
| 5Y | +57.1% | +28.3% | +28.8% | +14.6% |
| All | +383.2% | +164.1% | +219.1% | +5.3% |
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