+384.9%
FCX vs XLC
+142.6%
+242.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -7.2% |
| 7D | -1.9% | -1.7% | -0.2% | -0.2% |
| 30D | +3.4% | +0.2% | +3.2% | +2.8% |
| 3M | +15.0% | +0.7% | +14.3% | +12.7% |
| 6M | +14.6% | -4.5% | +19.1% | +19.4% |
| YTD | +41.2% | -4.7% | +45.9% | +47.3% |
| 1Y | +60.4% | -1.5% | +61.9% | +61.7% |
| 3Y | +88.4% | +72.2% | +16.2% | +4.4% |
| 5Y | +115.0% | +39.3% | +75.7% | +52.7% |
| All | +384.9% | +142.6% | +242.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling