+134.6%
FCX vs XYL
-15.4%
+150.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +3.1% | +0.8% | +2.3% | +2.6% |
| 30D | +8.1% | -10.8% | +19.0% | +16.1% |
| 3M | +18.9% | -2.5% | +21.5% | +19.6% |
| 6M | +26.6% | -12.2% | +38.8% | +36.2% |
| YTD | +51.2% | -20.1% | +71.2% | +71.0% |
| 1Y | +75.6% | -20.6% | +96.2% | +100.3% |
| 3Y | +101.7% | +17.3% | +84.4% | +76.5% |
| 5Y | +134.6% | -14.5% | +149.1% | +135.9% |
| All | +134.6% | -15.4% | +150.1% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling