+47.5%
FCX vs XLP
+22.7%
+24.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.5% |
| 7D | -0.3% | +2.5% | -2.8% | +0.6% |
| 30D | -14.7% | +7.3% | -22.0% | -12.2% |
| 3M | -11.2% | +8.1% | -19.3% | -8.3% |
| 6M | -11.4% | +10.5% | -21.9% | -7.2% |
| YTD | +17.7% | +21.2% | -3.5% | +27.3% |
| 1Y | +47.5% | +22.7% | +24.8% | +59.2% |
| All | +47.5% | +22.7% | +24.8% | +59.2% |
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