+395.3%
FCX vs XLC
+143.7%
+251.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.5% |
| 7D | -4.9% | -0.8% | -4.0% | -4.0% |
| 30D | +4.8% | +1.0% | +3.8% | +3.4% |
| 3M | +4.6% | -0.7% | +5.3% | +4.4% |
| 6M | +10.8% | -5.1% | +16.0% | +16.5% |
| YTD | +44.2% | -4.3% | +48.5% | +49.8% |
| 1Y | +59.6% | -0.6% | +60.1% | +59.2% |
| 3Y | +82.2% | +72.7% | +9.5% | +0.8% |
| 5Y | +115.6% | +38.0% | +77.6% | +55.3% |
| All | +395.3% | +143.7% | +251.5% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling