+412.9%
XLF vs FCX
+2,545.5%
-2,132.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | +3.1% | -4.2% | -1.8% |
| 30D | -1.3% | +8.1% | -9.4% | -3.4% |
| 3M | +9.1% | +18.9% | -9.8% | +3.9% |
| 6M | +14.4% | +26.6% | -12.3% | +6.1% |
| YTD | +5.1% | +51.2% | -46.1% | -7.2% |
| 1Y | +8.6% | +75.6% | -66.9% | -8.3% |
| 3Y | +74.4% | +101.7% | -27.3% | +37.6% |
| 5Y | +64.4% | +134.6% | -70.3% | +20.3% |
| 10Y | +251.6% | +724.2% | -472.6% | +70.7% |
| All | +412.9% | +2,545.5% | -2,132.6% | +100.9% |
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