+47.5%
FCX vs Z
-58.2%
+105.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | -14.7% | +5.2% | -19.9% | -14.6% |
| 3M | -11.2% | -17.0% | +5.9% | -10.5% |
| 6M | -11.4% | -22.7% | +11.3% | -9.5% |
| YTD | +17.7% | -56.3% | +74.0% | +22.9% |
| 1Y | +47.5% | -57.7% | +105.1% | +53.6% |
| All | +47.5% | -58.2% | +105.7% | +53.6% |
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