+70.4%
FCX vs XLB
+31.5%
+38.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +1.8% |
| 7D | -1.0% | -1.4% | +0.3% | +1.3% |
| 30D | -15.2% | +7.1% | -22.3% | -24.4% |
| 3M | -10.3% | +0.6% | -10.9% | -11.2% |
| 6M | +1.6% | +3.5% | -1.9% | -3.6% |
| YTD | +23.9% | +18.2% | +5.6% | -4.7% |
| 1Y | +58.0% | +25.6% | +32.4% | +10.3% |
| 3Y | +94.6% | +46.7% | +47.9% | +10.2% |
| 5Y | +70.4% | +30.9% | +39.5% | +22.5% |
| All | +70.4% | +31.5% | +38.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling