+124.3%
FCX vs XYL
+389.9%
-265.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | -3.7% | +3.4% | +2.7% |
| 30D | -14.7% | -8.3% | -6.4% | -11.0% |
| 3M | -11.2% | -21.4% | +10.3% | +4.5% |
| 6M | -11.4% | -12.9% | +1.5% | -4.9% |
| YTD | +17.7% | -30.1% | +47.8% | +48.6% |
| 1Y | +47.5% | -35.2% | +82.6% | +98.2% |
| 3Y | +83.9% | -0.8% | +84.7% | +71.6% |
| 5Y | +54.0% | -23.2% | +77.2% | +72.4% |
| 10Y | +372.9% | +101.2% | +271.6% | +134.4% |
| All | +124.3% | +389.9% | -265.5% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling