+174.8%
FCX vs XYL
+449.8%
-274.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +1.9% |
| 7D | -4.9% | -5.0% | +0.2% | -0.8% |
| 30D | +4.8% | -13.2% | +18.0% | +17.2% |
| 3M | +4.6% | -3.7% | +8.3% | +6.5% |
| 6M | +10.8% | -17.7% | +28.5% | +28.2% |
| YTD | +44.2% | -21.5% | +65.7% | +70.9% |
| 1Y | +59.6% | -24.5% | +84.1% | +95.9% |
| 3Y | +82.2% | +6.9% | +75.3% | +64.4% |
| 5Y | +115.6% | -18.1% | +133.7% | +135.9% |
| 10Y | +670.6% | +134.7% | +535.8% | +248.5% |
| All | +174.8% | +449.8% | -274.9% | -27.3% |
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