+396.6%
FCX vs QLD
+1,518.9%
-1,122.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +0.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | -15.1% | -15.7% | +0.7% | -7.0% |
| 3M | -9.6% | -10.0% | +0.4% | -4.7% |
| 6M | -3.1% | -11.2% | +8.2% | +2.8% |
| YTD | +23.4% | +16.4% | +7.1% | +13.1% |
| 1Y | +52.7% | +12.7% | +40.0% | +42.1% |
| 3Y | +91.4% | +152.3% | -60.9% | +11.2% |
| 5Y | +62.7% | +91.8% | -29.0% | +0.3% |
| All | +396.6% | +1,518.9% | -1,122.3% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling