+55.2%
FCX vs XLP
+22.3%
+32.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.2% |
| 7D | -4.9% | +0.7% | -5.6% | -4.6% |
| 30D | -17.1% | +10.3% | -27.4% | -14.1% |
| 3M | -12.7% | +6.5% | -19.2% | -10.4% |
| 6M | -2.0% | +8.4% | -10.3% | +1.3% |
| YTD | +18.1% | +18.2% | -0.1% | +25.4% |
| 1Y | +55.2% | +22.4% | +32.7% | +63.8% |
| All | +55.2% | +22.3% | +32.9% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling