+102.7%
FCX vs ZM
+30.9%
+71.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.8% | +10.2% | +6.3% |
| 7D | +5.7% | +1.6% | +4.1% | +5.2% |
| 30D | +10.1% | -7.7% | +17.8% | +11.6% |
| 3M | +20.2% | -4.7% | +24.8% | +20.9% |
| 6M | +29.7% | +24.4% | +5.2% | +19.8% |
| YTD | +51.9% | +11.8% | +40.2% | +43.3% |
| 1Y | +66.0% | +13.4% | +52.6% | +55.1% |
| 3Y | +102.7% | +33.8% | +68.9% | +76.8% |
| All | +102.7% | +30.9% | +71.9% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling