+134.6%
FCX vs XPO
+262.4%
-127.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.3% |
| 30D | +8.1% | -8.1% | +16.2% | +11.1% |
| 3M | +18.9% | -19.0% | +38.0% | +27.3% |
| 6M | +26.6% | -5.2% | +31.8% | +27.8% |
| YTD | +51.2% | +35.6% | +15.6% | +34.1% |
| 1Y | +75.6% | +41.1% | +34.5% | +52.9% |
| 3Y | +101.7% | +157.9% | -56.2% | +32.1% |
| 5Y | +134.6% | +265.6% | -131.0% | +21.0% |
| All | +134.6% | +262.4% | -127.8% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling