+97.6%
FCX vs QS
-25.4%
+123.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | +0.6% |
| 7D | +3.1% | -4.2% | +7.3% | +3.8% |
| 30D | +8.1% | -15.7% | +23.8% | +11.2% |
| 3M | +18.9% | -28.7% | +47.6% | +25.0% |
| 6M | +26.6% | -23.2% | +49.8% | +31.5% |
| YTD | +51.2% | -49.9% | +101.1% | +66.2% |
| 1Y | +75.6% | -38.8% | +114.4% | +84.8% |
| All | +97.6% | -25.4% | +123.0% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling