+612.2%
FCX vs XYL
+150.5%
+461.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -2.3% | +1.2% | -3.5% | -3.1% |
| 30D | +2.7% | -11.9% | +14.6% | +13.6% |
| 3M | +7.4% | -1.5% | +8.9% | +7.3% |
| 6M | +16.0% | -11.9% | +27.9% | +26.9% |
| YTD | +40.9% | -20.6% | +61.5% | +65.5% |
| 1Y | +56.4% | -23.5% | +79.9% | +90.1% |
| 3Y | +84.2% | +14.9% | +69.4% | +56.1% |
| 5Y | +114.6% | -15.3% | +129.9% | +129.9% |
| All | +612.2% | +150.5% | +461.7% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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