+2,512.8%
FCX vs XLU
+630.6%
+1,882.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | +3.1% | +0.6% | +2.5% | +2.6% |
| 30D | +8.1% | -0.4% | +8.6% | +8.2% |
| 3M | +18.9% | -1.7% | +20.7% | +20.0% |
| 6M | +26.6% | -7.1% | +33.7% | +32.8% |
| YTD | +51.2% | +1.9% | +49.2% | +47.0% |
| 1Y | +75.6% | +6.1% | +69.4% | +65.0% |
| 3Y | +101.7% | +48.8% | +53.0% | +41.9% |
| 5Y | +134.6% | +43.8% | +90.8% | +67.6% |
| 10Y | +724.2% | +143.2% | +581.0% | +249.2% |
| All | +2,512.8% | +630.6% | +1,882.2% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling