+492.6%
FCX vs Z
+6.9%
+485.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +3.3% |
| 7D | -4.9% | -4.6% | -0.3% | -3.8% |
| 30D | -17.1% | +8.3% | -25.5% | -19.7% |
| 3M | -12.7% | -11.6% | -1.1% | -11.1% |
| 6M | -2.0% | -33.6% | +31.7% | +7.4% |
| YTD | +18.1% | -56.7% | +74.8% | +44.2% |
| 1Y | +55.2% | -59.1% | +114.3% | +92.3% |
| 3Y | +74.3% | -20.4% | +94.7% | +68.3% |
| 5Y | +71.9% | -55.3% | +127.2% | +84.6% |
| 10Y | +498.4% | -14.2% | +512.6% | +301.9% |
| All | +492.6% | +6.9% | +485.8% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling