+138.9%
FCX vs Z
-67.0%
+205.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.4% | +11.8% | +6.8% |
| 7D | +5.7% | -3.3% | +9.0% | +6.3% |
| 30D | +10.1% | -3.7% | +13.8% | +10.5% |
| 3M | +20.2% | -7.0% | +27.2% | +20.9% |
| 6M | +29.7% | -29.5% | +59.2% | +39.0% |
| YTD | +51.9% | -52.6% | +104.5% | +77.7% |
| 1Y | +66.0% | -64.0% | +130.0% | +107.4% |
| 3Y | +102.7% | -36.4% | +139.2% | +111.5% |
| 5Y | +138.9% | -65.8% | +204.6% | +137.0% |
| All | +138.9% | -67.0% | +205.9% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling