+54.9%
XLE vs FCX
+101.5%
-46.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.4% |
| 7D | 0.0% | +5.7% | -5.7% | -0.7% |
| 30D | +12.6% | +10.1% | +2.6% | +11.0% |
| 3M | +11.8% | +20.2% | -8.3% | +8.5% |
| 6M | +16.1% | +29.7% | -13.6% | +9.7% |
| YTD | +46.9% | +51.9% | -5.1% | +33.2% |
| 1Y | +53.3% | +66.0% | -12.7% | +35.2% |
| 3Y | +54.9% | +102.7% | -47.8% | +23.0% |
| All | +54.9% | +101.5% | -46.5% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling