+911.6%
FCX vs XYZ
+615.2%
+296.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.6% | +6.3% |
| 7D | +5.7% | +2.9% | +2.9% | +4.7% |
| 30D | +10.1% | +1.4% | +8.7% | +9.3% |
| 3M | +20.2% | +14.6% | +5.6% | +14.5% |
| 6M | +29.7% | +20.8% | +8.9% | +21.3% |
| YTD | +51.9% | +23.1% | +28.9% | +39.5% |
| 1Y | +66.0% | +5.6% | +60.3% | +58.9% |
| 3Y | +102.7% | +50.9% | +51.8% | +63.1% |
| 5Y | +138.9% | -68.6% | +207.4% | +180.9% |
| 10Y | +701.1% | +580.0% | +121.1% | +215.8% |
| All | +911.6% | +615.2% | +296.4% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling