+1,934.9%
FCX vs XLI
+1,079.5%
+855.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -0.3% | +3.8% | -4.1% | -4.8% |
| 30D | -14.7% | +1.0% | -15.8% | -15.7% |
| 3M | -11.2% | -8.9% | -2.3% | +0.2% |
| 6M | -11.4% | -2.3% | -9.1% | -8.3% |
| YTD | +17.7% | +9.7% | +8.0% | +5.4% |
| 1Y | +47.5% | +12.3% | +35.2% | +28.2% |
| 3Y | +83.9% | +71.5% | +12.4% | -5.2% |
| 5Y | +54.0% | +70.2% | -16.2% | -17.5% |
| 10Y | +372.9% | +227.5% | +145.4% | +24.7% |
| All | +1,934.9% | +1,079.5% | +855.4% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling