+373.5%
FCX vs Z
-16.5%
+390.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -14.7% | +5.2% | -19.9% | -16.5% |
| 3M | -11.2% | -17.0% | +5.9% | -7.8% |
| 6M | -11.4% | -22.7% | +11.3% | -7.1% |
| YTD | +17.7% | -56.3% | +74.0% | +42.7% |
| 1Y | +47.5% | -57.7% | +105.1% | +80.0% |
| 3Y | +83.9% | -16.5% | +100.4% | +75.5% |
| 5Y | +54.0% | -53.4% | +107.4% | +63.1% |
| All | +373.5% | -16.5% | +390.0% | +233.1% |
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