+181.3%
XLE vs FCX
+707.6%
-526.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +0.3% | +3.1% | -2.8% | -0.7% |
| 30D | +8.5% | +8.1% | +0.4% | +5.3% |
| 3M | +14.6% | +18.9% | -4.3% | +6.6% |
| 6M | +17.6% | +26.6% | -9.0% | +4.5% |
| YTD | +48.1% | +51.2% | -3.1% | +22.4% |
| 1Y | +53.8% | +75.6% | -21.8% | +18.3% |
| 3Y | +56.2% | +101.7% | -45.5% | +8.2% |
| 5Y | +227.7% | +134.6% | +93.1% | +101.8% |
| 10Y | +181.3% | +724.2% | -542.8% | -9.7% |
| All | +181.3% | +707.6% | -526.3% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling