+236.9%
FCX vs QID
-100.0%
+336.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -0.3% |
| 7D | -0.3% | -7.1% | +6.8% | -4.6% |
| 30D | -14.7% | +12.6% | -27.4% | -6.0% |
| 3M | -11.2% | +14.2% | -25.4% | -0.4% |
| 6M | -11.4% | +6.2% | -17.6% | -1.5% |
| YTD | +17.7% | -21.8% | +39.5% | +10.6% |
| 1Y | +47.5% | -23.1% | +70.6% | +37.8% |
| 3Y | +83.9% | -71.3% | +155.2% | +6.2% |
| 5Y | +54.0% | -77.0% | +130.9% | -2.6% |
| 10Y | +372.9% | -99.0% | +471.9% | -51.0% |
| All | +236.9% | -100.0% | +336.9% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling