+97.6%
FCX vs XME
+132.9%
-35.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +3.1% | -0.2% | +3.3% | +3.4% |
| 30D | +8.1% | +1.4% | +6.7% | +6.5% |
| 3M | +18.9% | +2.7% | +16.2% | +15.7% |
| 6M | +26.6% | +6.5% | +20.1% | +19.8% |
| YTD | +51.2% | +15.2% | +36.0% | +31.3% |
| 1Y | +75.6% | +43.5% | +32.0% | +18.4% |
| All | +97.6% | +132.9% | -35.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling