+612.2%
FCX vs XLU
+140.5%
+471.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -1.6% | -0.7% | -1.3% |
| 30D | +2.7% | -3.3% | +6.0% | +4.6% |
| 3M | +7.4% | -3.2% | +10.5% | +9.1% |
| 6M | +16.0% | -7.0% | +23.0% | +20.3% |
| YTD | +40.9% | +0.6% | +40.3% | +39.2% |
| 1Y | +56.4% | +2.4% | +54.0% | +52.7% |
| 3Y | +84.2% | +46.3% | +38.0% | +43.6% |
| 5Y | +114.6% | +44.0% | +70.7% | +68.8% |
| All | +612.2% | +140.5% | +471.7% | +420.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling