-5.9%
FCX vs XLB
+2.8%
-8.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | -18.0% | +6.9% | -24.9% | -25.7% |
| 3M | -14.3% | -0.2% | -14.1% | -13.5% |
| All | -5.9% | +2.8% | -8.6% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling