+134.6%
FCX vs XME
+183.2%
-48.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +18.9% | +2.7% | +16.2% | +15.7% |
| 6M | +26.6% | +6.5% | +20.1% | +19.5% |
| YTD | +51.2% | +15.2% | +36.0% | +30.5% |
| 1Y | +75.6% | +43.5% | +32.0% | +17.2% |
| 3Y | +101.7% | +135.9% | -34.2% | -22.6% |
| 5Y | +134.6% | +181.5% | -46.8% | -26.9% |
| All | +134.6% | +183.2% | -48.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling