+386.3%
FCX vs XLP
+129.0%
+257.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.4% |
| 7D | -2.4% | +2.3% | -4.7% | -4.3% |
| 30D | -18.0% | +9.1% | -27.1% | -24.6% |
| 3M | -14.3% | +7.9% | -22.1% | -20.7% |
| 6M | -1.7% | +9.6% | -11.3% | -11.9% |
| YTD | +19.8% | +19.4% | +0.4% | -1.9% |
| 1Y | +48.6% | +22.4% | +26.3% | +18.5% |
| 3Y | +85.8% | +43.2% | +42.6% | +22.0% |
| 5Y | +72.2% | +42.6% | +29.7% | +13.6% |
| 10Y | +386.3% | +135.4% | +250.9% | +137.1% |
| All | +386.3% | +129.0% | +257.2% | +137.1% |
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