+43.4%
XLK vs FCX
+60.8%
-17.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.9% | -4.9% | +5.7% | +2.3% |
| 30D | +0.7% | +4.8% | -4.1% | -0.9% |
| 3M | -2.9% | +4.6% | -7.5% | -5.0% |
| 6M | +34.3% | +10.8% | +23.4% | +27.9% |
| YTD | +30.4% | +44.2% | -13.8% | +17.9% |
| 1Y | +43.4% | +59.6% | -16.2% | +25.4% |
| All | +43.4% | +60.8% | -17.4% | +25.4% |
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