+1,015.5%
FCX vs ZBRA
+2,655.0%
-1,639.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | -4.9% | +1.8% | -6.6% | -5.4% |
| 30D | +4.8% | -1.7% | +6.5% | +5.4% |
| 3M | +4.6% | +47.8% | -43.2% | -9.7% |
| 6M | +10.8% | +56.7% | -45.9% | -6.6% |
| YTD | +44.2% | +49.4% | -5.2% | +22.2% |
| 1Y | +59.6% | +16.5% | +43.0% | +46.7% |
| 3Y | +82.2% | +31.5% | +50.8% | +57.6% |
| 5Y | +115.6% | -38.6% | +154.2% | +132.5% |
| 10Y | +670.6% | +421.0% | +249.6% | +324.2% |
| All | +1,015.5% | +2,655.0% | -1,639.5% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling