+455.1%
FCX vs QS
-44.4%
+499.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | -4.9% | -2.3% | -2.5% | -4.6% |
| 30D | +4.8% | -0.7% | +5.5% | +4.9% |
| 3M | +4.6% | -39.6% | +44.3% | +10.0% |
| 6M | +10.8% | -21.7% | +32.5% | +13.4% |
| YTD | +44.2% | -47.4% | +91.6% | +53.1% |
| 1Y | +59.6% | -28.4% | +87.9% | +62.4% |
| 3Y | +82.2% | -22.6% | +104.8% | +74.5% |
| 5Y | +115.6% | -75.6% | +191.2% | +114.2% |
| All | +455.1% | -44.4% | +499.4% | +486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling