+612.2%
FCX vs XYZ
+610.4%
+1.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.3% | -4.3% | +2.0% | -1.0% |
| 30D | +2.7% | +1.2% | +1.5% | +2.1% |
| 3M | +7.4% | +14.6% | -7.3% | +2.3% |
| 6M | +16.0% | +22.6% | -6.5% | +8.1% |
| YTD | +40.9% | +21.7% | +19.2% | +30.0% |
| 1Y | +56.4% | +6.7% | +49.7% | +49.4% |
| 3Y | +84.2% | +46.8% | +37.4% | +49.8% |
| 5Y | +114.6% | -68.0% | +182.7% | +151.0% |
| All | +612.2% | +610.4% | +1.8% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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