+92.8%
FCX vs QS
-22.5%
+115.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +3.9% |
| 7D | -0.8% | -5.0% | +4.2% | +0.1% |
| 30D | -15.1% | -1.4% | -13.7% | -15.0% |
| 3M | -9.6% | -33.6% | +24.0% | -3.5% |
| 6M | -3.1% | -47.6% | +44.5% | +6.7% |
| YTD | +23.4% | -59.6% | +83.0% | +39.9% |
| 1Y | +52.7% | -73.5% | +126.2% | +82.2% |
| All | +92.8% | -22.5% | +115.3% | +79.3% |
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