+148.7%
XLK vs FCX
+112.9%
+35.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | -0.6% | +2.7% | -3.3% | -1.8% |
| 3M | +2.6% | +7.4% | -4.8% | -0.2% |
| 6M | +34.0% | +16.0% | +17.9% | +26.5% |
| YTD | +30.7% | +40.9% | -10.3% | +16.0% |
| 1Y | +39.2% | +56.4% | -17.2% | +18.8% |
| 3Y | +120.4% | +84.2% | +36.2% | +72.1% |
| All | +148.7% | +112.9% | +35.8% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling