+70.4%
FCX vs XLC
+38.9%
+31.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +2.8% |
| 7D | -1.0% | +7.1% | -8.1% | -6.7% |
| 30D | -15.2% | -2.7% | -12.5% | -13.1% |
| 3M | -10.3% | -3.2% | -7.1% | -8.3% |
| 6M | +1.6% | -7.7% | +9.2% | +7.7% |
| YTD | +23.9% | -8.0% | +31.8% | +32.1% |
| 1Y | +58.0% | -3.1% | +61.1% | +60.6% |
| 3Y | +94.6% | +64.9% | +29.7% | +26.5% |
| 5Y | +70.4% | +39.5% | +30.9% | +32.5% |
| All | +70.4% | +38.9% | +31.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling