+613.6%
FCX vs XPO
+1,517.7%
-904.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.5% | -6.2% |
| 7D | -1.9% | -1.3% | -0.5% | -1.4% |
| 30D | +3.4% | -10.4% | +13.8% | +7.9% |
| 3M | +15.0% | -15.7% | +30.7% | +22.6% |
| 6M | +14.6% | -6.3% | +21.0% | +16.5% |
| YTD | +41.2% | +34.2% | +7.0% | +22.6% |
| 1Y | +60.4% | +39.9% | +20.4% | +36.0% |
| 3Y | +88.4% | +155.2% | -66.8% | +13.6% |
| 5Y | +115.0% | +264.7% | -149.6% | +2.1% |
| All | +613.6% | +1,517.7% | -904.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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