+61.4%
FCX vs QS
-89.1%
+150.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +4.0% |
| 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% | -3.2% |
| 6M | -3.1% | -47.6% | +44.5% | +7.4% |
| YTD | +23.4% | -59.6% | +83.0% | +41.7% |
| 1Y | +52.7% | -73.5% | +126.2% | +86.6% |
| 3Y | +91.4% | -23.0% | +114.4% | +73.2% |
| All | +61.4% | -89.1% | +150.6% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling