+41.6%
XLE vs FCX
+49.2%
-7.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.3% |
| 7D | -6.7% | -2.4% | -4.3% | -6.8% |
| 30D | -4.4% | -18.0% | +13.6% | -5.4% |
| 3M | +4.0% | -14.3% | +18.3% | +3.3% |
| 6M | +13.2% | -1.7% | +14.9% | +13.6% |
| YTD | +41.9% | +19.8% | +22.0% | +38.0% |
| 1Y | +41.6% | +48.6% | -7.0% | +32.3% |
| All | +41.6% | +49.2% | -7.6% | +32.3% |
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