+623.8%
FCX vs Z
+25.1%
+598.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.8% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | +4.8% | -4.2% | +9.0% | +5.6% |
| 3M | +4.6% | -3.7% | +8.3% | +4.5% |
| 6M | +10.8% | -24.5% | +35.3% | +18.2% |
| YTD | +44.2% | -49.3% | +93.5% | +70.7% |
| 1Y | +59.6% | -58.7% | +118.2% | +99.2% |
| 3Y | +82.2% | -34.1% | +116.4% | +89.0% |
| 5Y | +115.6% | -64.5% | +180.2% | +147.8% |
| 10Y | +670.6% | -0.5% | +671.0% | +402.0% |
| All | +623.8% | +25.1% | +598.7% | +335.5% |
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