+612.2%
FCX vs XLRE
+89.0%
+523.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -2.3% | -1.2% | -1.1% | -1.3% |
| 30D | +2.7% | -2.4% | +5.1% | +4.8% |
| 3M | +7.4% | -2.5% | +9.9% | +9.0% |
| 6M | +16.0% | +4.0% | +12.0% | +11.3% |
| YTD | +40.9% | +9.3% | +31.6% | +29.2% |
| 1Y | +56.4% | +5.6% | +50.8% | +47.8% |
| 3Y | +84.2% | +31.3% | +52.9% | +43.4% |
| 5Y | +114.6% | +9.5% | +105.1% | +94.4% |
| All | +612.2% | +89.0% | +523.2% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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