+74.3%
FCX vs XLP
+42.1%
+32.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | -17.1% | +10.3% | -27.4% | -18.4% |
| 3M | -12.7% | +6.5% | -19.2% | -13.5% |
| 6M | -2.0% | +8.4% | -10.3% | -3.7% |
| YTD | +18.1% | +18.2% | -0.1% | +11.5% |
| 1Y | +55.2% | +22.4% | +32.7% | +43.9% |
| 3Y | +74.3% | +41.9% | +32.4% | +38.9% |
| All | +74.3% | +42.1% | +32.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling