+9.1%
XLF vs FCX
+60.8%
-51.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | 0.0% | -4.9% | +4.9% | +0.3% |
| 30D | +0.2% | +4.8% | -4.6% | -0.2% |
| 3M | +11.7% | +4.6% | +7.1% | +11.2% |
| 6M | +13.8% | +10.8% | +3.0% | +12.1% |
| YTD | +7.0% | +44.2% | -37.2% | +3.0% |
| 1Y | +9.1% | +59.6% | -50.4% | +3.5% |
| All | +9.1% | +60.8% | -51.6% | +3.5% |
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