+84.6%
FCX vs QSR
+25.0%
+59.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.4% |
| 7D | -1.9% | -4.7% | +2.8% | -0.7% |
| 30D | +3.4% | +4.3% | -0.9% | +2.3% |
| 3M | +15.0% | +5.4% | +9.5% | +13.2% |
| 6M | +14.6% | +8.2% | +6.5% | +10.8% |
| YTD | +41.2% | +14.1% | +27.1% | +33.3% |
| 1Y | +60.4% | +28.1% | +32.3% | +43.0% |
| All | +84.6% | +25.0% | +59.5% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling