+353.1%
FCX vs QS
-62.6%
+415.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.4% |
| 7D | -0.3% | -14.0% | +13.7% | +1.4% |
| 30D | -14.7% | -6.4% | -8.4% | -14.2% |
| 3M | -11.2% | -40.3% | +29.1% | -6.2% |
| 6M | -11.4% | -57.5% | +46.1% | -3.3% |
| YTD | +17.7% | -64.7% | +82.4% | +30.4% |
| 1Y | +47.5% | -72.9% | +120.4% | +67.3% |
| 3Y | +83.9% | -33.5% | +117.3% | +80.2% |
| 5Y | +54.0% | -90.5% | +144.5% | +62.0% |
| All | +353.1% | -62.6% | +415.7% | +399.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling