+69.9%
FCX vs QLD
+134.4%
-64.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -12.7% | +5.2% | 0.0% |
| 7D | -12.5% | -18.6% | +6.1% | -1.4% |
| 30D | -20.0% | -28.3% | +8.3% | -3.0% |
| 3M | -16.4% | -20.4% | +4.0% | -4.9% |
| 6M | +0.8% | -14.3% | +15.1% | +9.7% |
| YTD | +15.1% | +2.8% | +12.3% | +12.7% |
| 1Y | +45.3% | -1.2% | +46.6% | +45.3% |
| All | +69.9% | +134.4% | -64.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling