+55.4%
FCX vs XPO
+306.2%
-250.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.8% |
| 7D | -0.3% | +9.0% | -9.3% | -3.2% |
| 30D | -14.7% | +4.2% | -18.9% | -16.0% |
| 3M | -11.2% | -8.7% | -2.5% | -8.7% |
| 6M | -11.4% | -2.8% | -8.6% | -11.3% |
| YTD | +17.7% | +41.9% | -24.1% | +2.6% |
| 1Y | +47.5% | +42.3% | +5.2% | +28.2% |
| 3Y | +83.9% | +127.3% | -43.4% | +27.4% |
| All | +55.4% | +306.2% | -250.8% | -23.2% |
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