+60.3%
FCX vs QLD
+13.1%
+47.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | 0.0% |
| 7D | -6.0% | -9.4% | +3.4% | +0.7% |
| 30D | -13.6% | -17.1% | +3.5% | -1.5% |
| 3M | -6.8% | -10.4% | +3.6% | +0.2% |
| 6M | +13.2% | +0.7% | +12.4% | +10.8% |
| YTD | +24.4% | +17.7% | +6.7% | +6.9% |
| 1Y | +60.3% | +14.7% | +45.6% | +40.2% |
| All | +60.3% | +13.1% | +47.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling