+613.6%
FCX vs XLI
+256.6%
+357.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -5.5% |
| 7D | -1.9% | -2.3% | +0.4% | +1.5% |
| 30D | +3.4% | -8.2% | +11.6% | +17.0% |
| 3M | +15.0% | +0.8% | +14.2% | +13.6% |
| 6M | +14.6% | +0.8% | +13.8% | +13.5% |
| YTD | +41.2% | +10.5% | +30.7% | +22.2% |
| 1Y | +60.4% | +14.1% | +46.2% | +33.1% |
| 3Y | +88.4% | +68.6% | +19.8% | -11.4% |
| 5Y | +115.0% | +80.4% | +34.7% | -6.2% |
| All | +613.6% | +256.6% | +357.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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