+169.4%
XLV vs FCX
+688.3%
-518.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -2.3% | -1.3% | -3.3% |
| 30D | -1.8% | +2.7% | -4.5% | -2.4% |
| 3M | +7.8% | +7.4% | +0.4% | +6.2% |
| 6M | +9.1% | +16.0% | -6.9% | +5.6% |
| YTD | +7.7% | +40.9% | -33.2% | +1.0% |
| 1Y | +20.4% | +56.4% | -36.0% | +10.6% |
| 3Y | +30.8% | +84.2% | -53.4% | +14.4% |
| 5Y | +34.6% | +114.6% | -80.0% | +11.7% |
| All | +169.4% | +688.3% | -518.9% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling