+2,392.9%
FCX vs XLB
+822.6%
+1,570.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.7% |
| 7D | -4.9% | -1.4% | -3.5% | -2.9% |
| 30D | +4.8% | -0.4% | +5.2% | +5.6% |
| 3M | +4.6% | +2.0% | +2.6% | +2.1% |
| 6M | +10.8% | +1.8% | +9.0% | +9.6% |
| YTD | +44.2% | +16.6% | +27.6% | +17.6% |
| 1Y | +59.6% | +16.9% | +42.6% | +30.5% |
| 3Y | +82.2% | +32.6% | +49.7% | +29.3% |
| 5Y | +115.6% | +35.6% | +80.0% | +56.5% |
| 10Y | +670.6% | +160.0% | +510.5% | +162.4% |
| All | +2,392.9% | +822.6% | +1,570.2% | +301.6% |
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