+521.7%
FCX vs Z
+10.9%
+510.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +3.8% |
| 7D | -1.0% | -5.2% | +4.1% | +0.4% |
| 30D | -15.2% | +5.7% | -21.0% | -17.2% |
| 3M | -10.3% | -8.7% | -1.5% | -9.4% |
| 6M | +1.6% | -26.0% | +27.5% | +7.9% |
| YTD | +23.9% | -55.0% | +78.9% | +49.8% |
| 1Y | +58.0% | -58.0% | +116.0% | +94.5% |
| 3Y | +94.6% | -15.2% | +109.8% | +84.6% |
| 5Y | +70.4% | -53.8% | +124.2% | +81.4% |
| 10Y | +430.7% | -14.5% | +445.2% | +258.3% |
| All | +521.7% | +10.9% | +510.7% | +282.2% |
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