+587.0%
FCX vs XPO
+10,316.6%
-9,729.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.8% |
| 7D | -4.9% | +2.4% | -7.3% | -5.4% |
| 30D | +4.8% | -3.5% | +8.4% | +5.6% |
| 3M | +4.6% | -11.9% | +16.5% | +7.4% |
| 6M | +10.8% | -10.0% | +20.8% | +13.1% |
| YTD | +44.2% | +42.1% | +2.1% | +32.1% |
| 1Y | +59.6% | +47.6% | +12.0% | +44.6% |
| 3Y | +82.2% | +153.6% | -71.3% | +41.8% |
| 5Y | +115.6% | +266.5% | -150.9% | +50.1% |
| 10Y | +670.6% | +1,460.4% | -789.9% | +307.8% |
| All | +587.0% | +10,316.6% | -9,729.6% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling