+83.9%
FCX vs ZM
+61.1%
+22.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.4% |
| 7D | -0.3% | +11.0% | -11.3% | -2.5% |
| 30D | -14.7% | +5.6% | -20.4% | -15.7% |
| 3M | -11.2% | -9.1% | -2.0% | -9.8% |
| 6M | -11.4% | -2.6% | -8.8% | -11.5% |
| YTD | +17.7% | +15.7% | +2.1% | +10.6% |
| 1Y | +47.5% | +18.8% | +28.7% | +37.0% |
| 3Y | +83.9% | +62.2% | +21.7% | +45.1% |
| All | +83.9% | +61.1% | +22.8% | +45.1% |
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