+61.5%
FCX vs Z
-55.4%
+116.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +3.2% |
| 7D | -4.9% | -4.6% | -0.3% | -3.9% |
| 30D | -17.1% | +8.3% | -25.5% | -19.3% |
| 3M | -12.7% | -11.6% | -1.1% | -11.3% |
| 6M | -2.0% | -33.6% | +31.7% | +6.4% |
| YTD | +18.1% | -56.7% | +74.8% | +41.5% |
| 1Y | +55.2% | -59.1% | +114.3% | +88.6% |
| 3Y | +74.3% | -20.4% | +94.7% | +68.6% |
| All | +61.5% | -55.4% | +116.9% | +64.7% |
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