+102.7%
FCX vs XLC
+72.7%
+30.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.8% |
| 7D | +5.7% | +0.6% | +5.1% | +5.1% |
| 30D | +10.1% | +0.2% | +9.8% | +9.5% |
| 3M | +20.2% | +0.6% | +19.5% | +18.3% |
| 6M | +29.7% | -4.5% | +34.2% | +35.7% |
| YTD | +51.9% | -4.7% | +56.7% | +59.0% |
| 1Y | +66.0% | -1.7% | +67.6% | +67.9% |
| 3Y | +102.7% | +72.3% | +30.5% | +19.9% |
| All | +102.7% | +72.7% | +30.0% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling