+114.3%
FCX vs QLD
+121.5%
-7.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | +0.6% | -5.4% | -5.1% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | +4.6% | -8.4% | +13.0% | +9.0% |
| 6M | +10.8% | +32.2% | -21.4% | -3.5% |
| YTD | +44.2% | +28.9% | +15.3% | +27.0% |
| 1Y | +59.6% | +43.8% | +15.7% | +33.3% |
| 3Y | +82.2% | +176.6% | -94.3% | +8.7% |
| All | +114.3% | +121.5% | -7.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling