+84.6%
FCX vs XLU
+47.5%
+37.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.2% |
| 30D | +3.4% | -2.5% | +5.9% | +4.7% |
| 3M | +15.0% | -2.7% | +17.7% | +16.3% |
| 6M | +14.6% | -7.5% | +22.1% | +19.1% |
| YTD | +41.2% | +0.9% | +40.3% | +38.5% |
| 1Y | +60.4% | +3.3% | +57.1% | +54.8% |
| All | +84.6% | +47.5% | +37.1% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling