+613.6%
FCX vs XME
+426.6%
+187.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.7% | -2.9% | -2.4% |
| 7D | -1.9% | -3.0% | +1.2% | +1.8% |
| 30D | +3.4% | -2.6% | +6.0% | +6.5% |
| 3M | +15.0% | +2.2% | +12.8% | +12.4% |
| 6M | +14.6% | +0.7% | +13.9% | +14.8% |
| YTD | +41.2% | +10.9% | +30.3% | +26.0% |
| 1Y | +60.4% | +35.7% | +24.7% | +11.7% |
| 3Y | +88.4% | +127.1% | -38.7% | -27.7% |
| 5Y | +115.0% | +168.5% | -53.4% | -32.0% |
| All | +613.6% | +426.6% | +187.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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