+531.3%
FCX vs XLRE
+109.5%
+421.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | +3.1% | -0.7% | +3.8% | +3.7% |
| 30D | +8.1% | -2.2% | +10.3% | +10.2% |
| 3M | +18.9% | -2.6% | +21.6% | +20.9% |
| 6M | +26.6% | +2.6% | +24.0% | +22.7% |
| YTD | +51.2% | +9.3% | +41.9% | +38.3% |
| 1Y | +75.6% | +7.2% | +68.3% | +63.4% |
| 3Y | +101.7% | +31.3% | +70.4% | +55.8% |
| 5Y | +134.6% | +8.1% | +126.5% | +114.2% |
| 10Y | +724.2% | +88.9% | +635.2% | +356.6% |
| All | +531.3% | +109.5% | +421.8% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling