+373.5%
FCX vs XLP
+139.1%
+234.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -3.2% |
| 7D | -0.3% | +2.5% | -2.8% | -2.5% |
| 30D | -14.7% | +7.3% | -22.0% | -20.3% |
| 3M | -11.2% | +8.1% | -19.3% | -17.9% |
| 6M | -11.4% | +10.5% | -21.9% | -21.0% |
| YTD | +17.7% | +21.2% | -3.5% | -4.9% |
| 1Y | +47.5% | +22.7% | +24.8% | +17.5% |
| 3Y | +83.9% | +44.8% | +39.1% | +19.6% |
| 5Y | +54.0% | +44.7% | +9.2% | +0.1% |
| All | +373.5% | +139.1% | +234.5% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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