+273.0%
FCX vs XRT
+549.7%
-276.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.9% |
| 7D | -2.4% | +4.1% | -6.5% | -6.0% |
| 30D | -18.0% | +9.9% | -27.9% | -25.4% |
| 3M | -14.3% | +2.3% | -16.5% | -16.9% |
| 6M | -1.7% | +9.6% | -11.3% | -11.3% |
| YTD | +19.8% | +9.1% | +10.7% | +8.8% |
| 1Y | +48.6% | +16.2% | +32.4% | +27.1% |
| 3Y | +85.8% | +60.1% | +25.8% | +15.7% |
| 5Y | +72.2% | -0.5% | +72.7% | +60.4% |
| 10Y | +386.3% | +145.1% | +241.2% | +68.1% |
| All | +273.0% | +549.7% | -276.7% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling