+2,336.0%
FCX vs XLY
+1,114.2%
+1,221.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.1% |
| 7D | -2.3% | -1.7% | -0.6% | -0.6% |
| 30D | +2.7% | -4.2% | +6.9% | +7.0% |
| 3M | +7.4% | -2.7% | +10.1% | +9.6% |
| 6M | +16.0% | -0.6% | +16.7% | +16.9% |
| YTD | +40.9% | -5.0% | +46.0% | +48.2% |
| 1Y | +56.4% | -4.1% | +60.5% | +62.6% |
| 3Y | +84.2% | +33.6% | +50.6% | +36.9% |
| 5Y | +114.6% | +28.7% | +85.9% | +60.4% |
| 10Y | +668.4% | +219.6% | +448.7% | +160.1% |
| All | +2,336.0% | +1,114.2% | +1,221.8% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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