+613.6%
FCX vs QID
-99.1%
+712.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.3% | -8.9% | -5.3% |
| 7D | -1.9% | +2.7% | -4.6% | -0.3% |
| 30D | +3.4% | +3.3% | +0.1% | +5.5% |
| 3M | +15.0% | -5.5% | +20.5% | +14.3% |
| 6M | +14.6% | -28.4% | +43.0% | +1.0% |
| YTD | +41.2% | -26.6% | +67.8% | +27.3% |
| 1Y | +60.4% | -34.1% | +94.5% | +38.7% |
| 3Y | +88.4% | -73.7% | +162.1% | +14.8% |
| 5Y | +115.0% | -80.7% | +195.7% | +36.7% |
| All | +613.6% | -99.1% | +712.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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