+348.8%
FCX vs XME
+242.3%
+106.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.7% |
| 30D | +4.8% | +6.0% | -1.2% | -2.0% |
| 3M | +4.6% | -7.7% | +12.3% | +14.5% |
| 6M | +10.8% | +1.0% | +9.9% | +10.8% |
| YTD | +44.2% | +14.6% | +29.6% | +24.5% |
| 1Y | +59.6% | +46.0% | +13.6% | +3.8% |
| 3Y | +82.2% | +127.0% | -44.8% | -27.0% |
| 5Y | +115.6% | +175.8% | -60.2% | -29.5% |
| 10Y | +670.6% | +414.6% | +255.9% | +35.0% |
| All | +348.8% | +242.3% | +106.5% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling