+134.6%
FCX vs XYZ
-69.0%
+203.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +3.1% | -3.7% | +6.8% | +4.1% |
| 30D | +8.1% | +0.5% | +7.6% | +7.7% |
| 3M | +18.9% | +16.3% | +2.7% | +13.4% |
| 6M | +26.6% | +21.1% | +5.5% | +19.1% |
| YTD | +51.2% | +22.0% | +29.2% | +40.5% |
| 1Y | +75.6% | +5.2% | +70.4% | +69.2% |
| 3Y | +101.7% | +49.6% | +52.1% | +66.6% |
| 5Y | +134.6% | -68.4% | +203.1% | +168.9% |
| All | +134.6% | -69.0% | +203.6% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling