+2,362.0%
XOM vs FCX
+1,032.6%
+1,329.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +2.1% |
| 7D | +1.9% | -1.9% | +3.7% | +2.2% |
| 30D | +4.1% | +3.4% | +0.7% | +2.9% |
| 3M | +10.4% | +15.0% | -4.6% | +6.0% |
| 6M | +13.0% | +14.6% | -1.6% | +6.9% |
| YTD | +40.1% | +41.2% | -1.1% | +25.8% |
| 1Y | +51.1% | +60.4% | -9.2% | +30.5% |
| 3Y | +57.7% | +88.4% | -30.7% | +27.3% |
| 5Y | +264.7% | +115.0% | +149.7% | +177.5% |
| 10Y | +193.1% | +669.9% | -476.8% | +55.3% |
| All | +2,362.0% | +1,032.6% | +1,329.4% | +968.0% |
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 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