+60.3%
FCX vs XLU
+0.7%
+59.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -6.0% | +2.6% | -8.6% | -6.3% |
| 30D | -13.6% | +9.1% | -22.7% | -15.0% |
| 3M | -6.8% | -0.4% | -6.4% | -6.5% |
| 6M | +13.2% | -4.7% | +17.8% | +14.8% |
| YTD | +24.4% | +4.3% | +20.1% | +19.5% |
| 1Y | +60.3% | +1.0% | +59.3% | +57.7% |
| All | +60.3% | +0.7% | +59.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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