+67.5%
FCX vs QLD
+61.4%
+6.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -12.7% | +5.2% | -1.0% |
| 7D | -12.5% | -18.6% | +6.1% | -2.9% |
| 30D | -20.0% | -28.3% | +8.3% | -5.4% |
| 3M | -16.4% | -20.4% | +4.0% | -6.4% |
| 6M | +0.8% | -14.3% | +15.1% | +8.7% |
| YTD | +15.1% | +2.8% | +12.3% | +13.5% |
| 1Y | +45.3% | -1.2% | +46.6% | +45.9% |
| 3Y | +70.9% | +135.3% | -64.4% | +11.5% |
| 5Y | +67.5% | +62.6% | +4.9% | +16.8% |
| All | +67.5% | +61.4% | +6.1% | +16.8% |
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