+138.9%
FCX vs XRT
-1.7%
+140.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.9% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | +10.1% | -5.6% | +15.7% | +14.6% |
| 3M | +20.2% | +2.5% | +17.6% | +17.2% |
| 6M | +29.7% | +3.7% | +26.0% | +25.8% |
| YTD | +51.9% | +1.0% | +51.0% | +50.0% |
| 1Y | +66.0% | -1.2% | +67.2% | +66.4% |
| 3Y | +102.7% | +43.4% | +59.4% | +55.5% |
| 5Y | +138.9% | -0.7% | +139.6% | +122.9% |
| All | +138.9% | -1.7% | +140.6% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling