+45.9%
FCX vs QLD
+10.8%
+35.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.2% |
| 7D | +4.4% | +12.5% | -8.1% | -3.9% |
| 30D | -16.3% | -15.7% | -0.6% | -6.1% |
| 3M | -12.5% | -11.9% | -0.6% | -5.1% |
| 6M | -8.0% | -10.3% | +2.2% | -2.2% |
| YTD | +20.1% | +15.6% | +4.5% | +4.0% |
| 1Y | +45.9% | +12.1% | +33.8% | +28.9% |
| All | +45.9% | +10.8% | +35.2% | +28.9% |
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