+62.7%
FCX vs XLP
+43.1%
+19.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | -0.8% | -0.5% | -0.2% | -0.5% |
| 30D | -15.1% | +8.3% | -23.4% | -19.1% |
| 3M | -9.6% | +8.7% | -18.3% | -14.3% |
| 6M | -3.1% | +11.2% | -14.2% | -10.6% |
| YTD | +23.4% | +20.0% | +3.5% | +6.7% |
| 1Y | +52.7% | +21.3% | +31.3% | +30.7% |
| 3Y | +91.4% | +43.8% | +47.6% | +34.7% |
| 5Y | +62.7% | +43.3% | +19.4% | +16.0% |
| All | +62.7% | +43.1% | +19.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling