+383.2%
FCX vs QID
-99.1%
+482.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.4% |
| 7D | +4.4% | -11.8% | +16.2% | -2.2% |
| 30D | -16.3% | +14.2% | -30.6% | -8.3% |
| 3M | -12.5% | +8.8% | -21.3% | -6.1% |
| 6M | -8.0% | +1.5% | -9.5% | -1.6% |
| YTD | +20.1% | -23.8% | +43.9% | +13.0% |
| 1Y | +45.9% | -22.0% | +67.9% | +39.9% |
| 3Y | +86.2% | -71.9% | +158.1% | +19.2% |
| 5Y | +57.1% | -77.6% | +134.7% | +10.4% |
| All | +383.2% | -99.1% | +482.3% | -10.4% |
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