+724.2%
FCX vs Z
-5.7%
+729.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +3.1% | -7.1% | +10.2% | +5.0% |
| 30D | +8.1% | -4.8% | +12.9% | +9.0% |
| 3M | +18.9% | -9.3% | +28.3% | +20.5% |
| 6M | +26.6% | -29.0% | +55.6% | +36.9% |
| YTD | +51.2% | -52.9% | +104.0% | +81.4% |
| 1Y | +75.6% | -63.1% | +138.7% | +124.7% |
| 3Y | +101.7% | -36.9% | +138.6% | +111.1% |
| 5Y | +134.6% | -65.5% | +200.1% | +169.5% |
| 10Y | +724.2% | -3.9% | +728.0% | +465.5% |
| All | +724.2% | -5.7% | +729.8% | +465.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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