+49.9%
XLE vs FCX
+58.1%
-8.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.1% | -4.7% |
| 7D | -7.2% | -6.0% | -1.2% | -7.5% |
| 30D | +0.1% | -13.6% | +13.7% | -0.6% |
| 3M | +9.2% | -6.8% | +16.0% | +8.9% |
| 6M | +8.4% | +13.2% | -4.8% | +9.3% |
| YTD | +44.9% | +24.4% | +20.5% | +41.8% |
| 1Y | +49.9% | +60.3% | -10.4% | +41.3% |
| All | +49.9% | +58.1% | -8.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling