+48.6%
FCX vs Q
+30.6%
+18.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.7% |
| 7D | -2.4% | +4.0% | -6.4% | -4.1% |
| 30D | -18.0% | -2.3% | -15.6% | -17.3% |
| 3M | -14.3% | -7.9% | -6.4% | -11.8% |
| 6M | -1.7% | -16.0% | +14.3% | +4.3% |
| YTD | +19.8% | +51.7% | -31.9% | +3.2% |
| 1Y | +48.6% | +28.3% | +20.3% | +32.7% |
| All | +48.6% | +30.6% | +18.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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