+348.8%
FCX vs XRT
+514.3%
-165.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.7% |
| 7D | -4.9% | +0.8% | -5.7% | -5.6% |
| 30D | +4.8% | -4.2% | +9.0% | +8.9% |
| 3M | +4.6% | +5.1% | -0.5% | -0.8% |
| 6M | +10.8% | +2.4% | +8.4% | +8.0% |
| YTD | +44.2% | +3.2% | +41.0% | +39.1% |
| 1Y | +59.6% | +1.5% | +58.0% | +56.0% |
| 3Y | +82.2% | +40.6% | +41.7% | +29.2% |
| 5Y | +115.6% | -1.0% | +116.6% | +102.3% |
| 10Y | +670.6% | +128.4% | +542.1% | +188.1% |
| All | +348.8% | +514.3% | -165.5% | -35.3% |
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