+304.3%
FCX vs XLC
+137.2%
+167.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -3.1% |
| 7D | -0.3% | +3.7% | -4.0% | -4.0% |
| 30D | -14.7% | -1.9% | -12.8% | -13.0% |
| 3M | -11.2% | -3.1% | -8.1% | -8.8% |
| 6M | -11.4% | -6.4% | -5.0% | -6.5% |
| YTD | +17.7% | -6.8% | +24.6% | +25.0% |
| 1Y | +47.5% | -1.7% | +49.2% | +47.8% |
| 3Y | +83.9% | +64.7% | +19.2% | +6.5% |
| 5Y | +54.0% | +41.1% | +12.9% | +6.5% |
| All | +304.3% | +137.2% | +167.0% | +37.5% |
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