+724.2%
FCX vs XRT
+120.9%
+603.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.9% |
| 7D | +3.1% | -2.4% | +5.5% | +5.1% |
| 30D | +8.1% | -6.9% | +15.1% | +14.6% |
| 3M | +18.9% | -0.4% | +19.3% | +18.4% |
| 6M | +26.6% | +2.2% | +24.4% | +23.6% |
| YTD | +51.2% | -0.7% | +51.8% | +51.0% |
| 1Y | +75.6% | -2.0% | +77.5% | +77.1% |
| 3Y | +101.7% | +41.0% | +60.7% | +47.4% |
| 5Y | +134.6% | -3.3% | +137.9% | +129.8% |
| 10Y | +724.2% | +124.8% | +599.3% | +182.2% |
| All | +724.2% | +120.9% | +603.2% | +182.2% |
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