+130.2%
FCX vs XLI
+80.0%
+50.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +1.7% |
| 7D | +3.1% | -0.6% | +3.7% | +3.8% |
| 30D | +8.1% | -6.9% | +15.1% | +19.7% |
| 3M | +18.9% | -1.9% | +20.9% | +22.1% |
| 6M | +26.6% | +1.0% | +25.6% | +24.8% |
| YTD | +51.2% | +11.3% | +39.8% | +29.4% |
| 1Y | +75.6% | +15.8% | +59.7% | +42.6% |
| 3Y | +101.7% | +69.8% | +31.9% | -6.6% |
| All | +130.2% | +80.0% | +50.2% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling