+48.6%
FCX vs Z
-60.5%
+109.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -3.0% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | -18.0% | -0.1% | -17.9% | -17.7% |
| 3M | -14.3% | -14.1% | -0.1% | -13.6% |
| 6M | -1.7% | -30.1% | +28.3% | +1.0% |
| YTD | +19.8% | -57.5% | +77.4% | +25.6% |
| 1Y | +48.6% | -60.3% | +109.0% | +57.8% |
| All | +48.6% | -60.5% | +109.2% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling