+115.8%
FCX vs ZBRA
-40.4%
+156.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | -2.3% | -3.4% | +1.1% | -1.0% |
| 30D | +2.7% | -7.4% | +10.1% | +5.8% |
| 3M | +7.4% | +57.5% | -50.1% | -13.0% |
| 6M | +16.0% | +64.0% | -48.0% | -8.0% |
| YTD | +40.9% | +44.3% | -3.4% | +16.1% |
| 1Y | +56.4% | +10.9% | +45.6% | +44.5% |
| 3Y | +84.2% | +37.5% | +46.7% | +47.6% |
| All | +115.8% | -40.4% | +156.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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