+2,041.0%
FCX vs XLB
+835.7%
+1,205.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +2.2% |
| 7D | -1.0% | -1.4% | +0.3% | +1.1% |
| 30D | -15.2% | +7.1% | -22.3% | -23.3% |
| 3M | -10.3% | +0.6% | -10.9% | -11.0% |
| 6M | +1.6% | +3.5% | -1.9% | -2.8% |
| YTD | +23.9% | +18.2% | +5.6% | -1.2% |
| 1Y | +58.0% | +25.6% | +32.4% | +15.8% |
| 3Y | +94.6% | +46.7% | +47.9% | +19.1% |
| 5Y | +70.4% | +30.9% | +39.5% | +28.9% |
| 10Y | +430.7% | +167.7% | +262.9% | +72.0% |
| All | +2,041.0% | +835.7% | +1,205.3% | +237.4% |
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