+138.9%
FCX vs XLB
+35.6%
+103.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +6.9% |
| 7D | +5.7% | -0.2% | +6.0% | +6.1% |
| 30D | +10.1% | -1.7% | +11.8% | +13.4% |
| 3M | +20.2% | +4.4% | +15.8% | +12.0% |
| 6M | +29.7% | +5.0% | +24.6% | +20.9% |
| YTD | +51.9% | +15.5% | +36.5% | +21.4% |
| 1Y | +66.0% | +14.9% | +51.1% | +34.6% |
| 3Y | +102.7% | +34.5% | +68.2% | +31.3% |
| 5Y | +138.9% | +36.5% | +102.3% | +55.6% |
| All | +138.9% | +35.6% | +103.2% | +55.6% |
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