+311.6%
FCX vs XLC
+135.2%
+176.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.6% |
| 7D | -2.4% | +6.2% | -8.6% | -8.3% |
| 30D | -18.0% | -2.4% | -15.6% | -15.9% |
| 3M | -14.3% | -3.3% | -11.0% | -11.9% |
| 6M | -1.7% | -7.3% | +5.6% | +4.7% |
| YTD | +19.8% | -7.6% | +27.5% | +28.4% |
| 1Y | +48.6% | -3.7% | +52.3% | +52.3% |
| 3Y | +85.8% | +62.9% | +22.9% | +8.8% |
| 5Y | +72.2% | +41.6% | +30.6% | +18.3% |
| All | +311.6% | +135.2% | +176.4% | +41.2% |
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