+453.9%
FCX vs ZM
+47.0%
+406.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -5.7% | +3.4% | -1.8% |
| 30D | +2.7% | -9.1% | +11.8% | +3.4% |
| 3M | +7.4% | +3.5% | +3.9% | +6.8% |
| 6M | +16.0% | +25.7% | -9.6% | +13.0% |
| YTD | +40.9% | +10.8% | +30.2% | +38.5% |
| 1Y | +56.4% | +12.8% | +43.7% | +53.4% |
| 3Y | +84.2% | +33.1% | +51.1% | +77.3% |
| 5Y | +114.6% | -68.3% | +182.9% | +104.8% |
| All | +453.9% | +47.0% | +406.8% | +457.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling