+373.5%
FCX vs XLI
+225.1%
+148.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | -0.3% | +3.8% | -4.1% | -5.5% |
| 30D | -14.7% | +1.0% | -15.8% | -15.9% |
| 3M | -11.2% | -8.9% | -2.3% | +1.8% |
| 6M | -11.4% | -2.3% | -9.1% | -8.1% |
| YTD | +17.7% | +9.7% | +8.0% | +3.3% |
| 1Y | +47.5% | +12.3% | +35.2% | +25.1% |
| 3Y | +83.9% | +71.5% | +12.4% | -15.2% |
| 5Y | +54.0% | +70.2% | -16.2% | -26.5% |
| All | +373.5% | +225.1% | +148.5% | -3.9% |
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