+612.2%
FCX vs QSR
+135.2%
+477.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -2.3% | -4.0% | +1.7% | 0.0% |
| 30D | +2.7% | +2.8% | -0.1% | +0.9% |
| 3M | +7.4% | +5.1% | +2.3% | +3.5% |
| 6M | +16.0% | +8.8% | +7.2% | +8.2% |
| YTD | +40.9% | +14.8% | +26.1% | +26.1% |
| 1Y | +56.4% | +25.7% | +30.7% | +31.0% |
| 3Y | +84.2% | +27.5% | +56.7% | +48.8% |
| 5Y | +114.6% | +41.3% | +73.4% | +60.3% |
| All | +612.2% | +135.2% | +477.0% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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