+312.8%
FCX vs QID
-100.0%
+412.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | 0.0% |
| 7D | -4.9% | -0.6% | -4.2% | -5.2% |
| 30D | +4.8% | 0.0% | +4.8% | +5.0% |
| 3M | +4.6% | +3.7% | +0.9% | +11.0% |
| 6M | +10.8% | -29.9% | +40.7% | -6.4% |
| YTD | +44.2% | -28.8% | +73.0% | +24.2% |
| 1Y | +59.6% | -37.2% | +96.7% | +29.1% |
| 3Y | +82.2% | -73.7% | +156.0% | -2.2% |
| 5Y | +115.6% | -80.7% | +196.4% | +18.8% |
| 10Y | +670.6% | -99.1% | +769.7% | -25.8% |
| All | +312.8% | -100.0% | +412.8% | -93.0% |
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