+147.0%
FCX vs QXO
-8.4%
+155.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.3% | -7.8% | +5.5% | -2.2% |
| 30D | +2.7% | -18.1% | +20.8% | +3.0% |
| 3M | +7.4% | -25.8% | +33.1% | +7.8% |
| 6M | +16.0% | -41.7% | +57.7% | +16.8% |
| YTD | +40.9% | -36.2% | +77.1% | +41.7% |
| 1Y | +56.4% | -42.1% | +98.5% | +57.4% |
| 3Y | +84.2% | -46.2% | +130.4% | +79.0% |
| 5Y | +114.6% | -70.7% | +185.3% | +109.0% |
| 10Y | +668.4% | +36.5% | +631.8% | +620.3% |
| All | +147.0% | -8.4% | +155.4% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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