+281.5%
FCX vs QSR
+211.0%
+70.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +6.8% |
| 7D | +5.7% | +0.1% | +5.7% | +5.5% |
| 30D | +10.1% | +5.9% | +4.1% | +6.0% |
| 3M | +20.2% | +10.5% | +9.7% | +12.1% |
| 6M | +29.7% | +7.7% | +22.0% | +21.2% |
| YTD | +51.9% | +16.8% | +35.1% | +33.9% |
| 1Y | +66.0% | +30.9% | +35.1% | +34.5% |
| 3Y | +102.7% | +28.2% | +74.6% | +62.0% |
| 5Y | +138.9% | +45.0% | +93.9% | +73.8% |
| 10Y | +701.1% | +127.3% | +573.8% | +281.6% |
| All | +281.5% | +211.0% | +70.5% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling