+988.3%
XLE vs FCX
+1,966.6%
-978.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | -12.0% | -4.9% | -7.1% | -10.7% |
| 30D | -2.7% | -17.1% | +14.4% | +2.7% |
| 3M | +6.6% | -12.7% | +19.2% | +10.0% |
| 6M | +9.5% | -2.0% | +11.5% | +7.4% |
| YTD | +40.6% | +18.1% | +22.5% | +26.8% |
| 1Y | +43.6% | +55.2% | -11.6% | +18.4% |
| 3Y | +58.1% | +74.3% | -16.2% | +19.1% |
| 5Y | +152.2% | +71.9% | +80.3% | +83.5% |
| 10Y | +172.9% | +498.4% | -325.4% | +19.1% |
| All | +988.3% | +1,966.6% | -978.2% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling