+55.4%
FCX vs XYZ
-63.1%
+118.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.8% |
| 7D | -0.3% | -1.1% | +0.7% | 0.0% |
| 30D | -14.7% | +11.5% | -26.2% | -17.5% |
| 3M | -11.2% | +1.8% | -13.0% | -12.0% |
| 6M | -11.4% | +21.2% | -32.6% | -16.8% |
| YTD | +17.7% | +29.9% | -12.2% | +7.2% |
| 1Y | +47.5% | +35.8% | +11.7% | +32.4% |
| 3Y | +83.9% | +62.6% | +21.3% | +48.8% |
| All | +55.4% | -63.1% | +118.4% | +65.0% |
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