+430.7%
FCX vs XRT
+163.3%
+267.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +1.8% |
| 7D | -1.0% | +2.5% | -3.5% | -3.1% |
| 30D | -15.2% | +10.3% | -25.6% | -22.3% |
| 3M | -10.3% | +2.4% | -12.7% | -12.7% |
| 6M | +1.6% | +10.0% | -8.4% | -7.6% |
| YTD | +23.9% | +9.5% | +14.3% | +13.3% |
| 1Y | +58.0% | +17.2% | +40.9% | +36.4% |
| 3Y | +94.6% | +62.0% | +32.6% | +26.1% |
| 5Y | +70.4% | -2.1% | +72.5% | +66.3% |
| 10Y | +430.7% | +152.6% | +278.1% | +67.9% |
| All | +430.7% | +163.3% | +267.3% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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