+98.6%
FCX vs QID
-74.0%
+172.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.1% | +5.5% |
| 7D | +5.7% | -2.7% | +8.5% | +4.0% |
| 30D | +10.1% | +1.8% | +8.3% | +11.4% |
| 3M | +20.2% | -2.2% | +22.3% | +21.7% |
| 6M | +29.7% | -32.1% | +61.8% | +10.0% |
| YTD | +51.9% | -28.6% | +80.5% | +33.7% |
| 1Y | +66.0% | -36.3% | +102.3% | +39.8% |
| All | +98.6% | -74.0% | +172.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling