+134.6%
FCX vs ZM
-67.1%
+201.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | +8.1% | -10.3% | +18.4% | +10.3% |
| 3M | +18.9% | -0.7% | +19.6% | +18.3% |
| 6M | +26.6% | +24.8% | +1.8% | +18.2% |
| YTD | +51.2% | +11.5% | +39.7% | +43.9% |
| 1Y | +75.6% | +12.3% | +63.2% | +66.3% |
| 3Y | +101.7% | +33.5% | +68.2% | +80.2% |
| 5Y | +134.6% | -67.5% | +202.1% | +143.9% |
| All | +134.6% | -67.1% | +201.7% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling