+2,033.8%
FCX vs XLB
+837.1%
+1,196.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.5% |
| 7D | -0.8% | -1.6% | +0.9% | +1.8% |
| 30D | -15.1% | +7.2% | -22.3% | -23.3% |
| 3M | -9.6% | 0.0% | -9.7% | -9.6% |
| 6M | -3.1% | +2.3% | -5.4% | -5.7% |
| YTD | +23.4% | +18.4% | +5.0% | -1.7% |
| 1Y | +52.7% | +23.3% | +29.3% | +14.8% |
| 3Y | +91.4% | +45.2% | +46.2% | +18.9% |
| 5Y | +62.7% | +31.0% | +31.8% | +22.9% |
| 10Y | +395.9% | +168.8% | +227.1% | +59.9% |
| All | +2,033.8% | +837.1% | +1,196.7% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling