+70.4%
FCX vs QLD
+77.5%
-7.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +1.4% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | -15.2% | -19.6% | +4.3% | -5.5% |
| 3M | -10.3% | -14.1% | +3.9% | -3.4% |
| 6M | +1.6% | -13.6% | +15.2% | +8.9% |
| YTD | +23.9% | +12.5% | +11.3% | +16.6% |
| 1Y | +58.0% | +13.1% | +44.9% | +48.1% |
| 3Y | +94.6% | +154.7% | -60.1% | +21.7% |
| 5Y | +70.4% | +81.1% | -10.7% | +11.7% |
| All | +70.4% | +77.5% | -7.2% | +11.7% |
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