+48.3%
XLE vs FCX
+60.8%
-12.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +2.2% | -4.9% | +7.1% | +2.0% |
| 30D | +11.8% | +4.8% | +7.0% | +12.0% |
| 3M | +9.8% | +4.6% | +5.2% | +10.4% |
| 6M | +15.6% | +10.8% | +4.8% | +17.2% |
| YTD | +45.3% | +44.2% | +1.0% | +45.9% |
| 1Y | +48.3% | +59.6% | -11.3% | +47.5% |
| All | +48.3% | +60.8% | -12.5% | +47.5% |
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