+90.2%
FCX vs XRT
+45.1%
+45.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -4.9% | +0.8% | -5.7% | -5.5% |
| 30D | +4.8% | -4.2% | +9.0% | +8.4% |
| 3M | +4.6% | +5.1% | -0.5% | -0.3% |
| 6M | +10.8% | +2.4% | +8.4% | +8.1% |
| YTD | +44.2% | +3.2% | +41.0% | +39.4% |
| 1Y | +59.6% | +1.5% | +58.0% | +56.2% |
| All | +90.2% | +45.1% | +45.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling