+179.2%
XLE vs FCX
+369.5%
-190.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -3.9% | -14.7% | +10.8% | +0.7% |
| 3M | +7.0% | -11.2% | +18.2% | +9.9% |
| 6M | +14.2% | -11.4% | +25.6% | +15.5% |
| YTD | +48.2% | +17.7% | +30.4% | +31.7% |
| 1Y | +47.7% | +47.5% | +0.2% | +20.6% |
| 3Y | +70.0% | +83.9% | -13.9% | +18.9% |
| 5Y | +169.1% | +54.0% | +115.2% | +91.7% |
| All | +179.2% | +369.5% | -190.3% | +3.0% |
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