+259.0%
FCX vs ZS
+599.9%
-340.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | -14.7% | -12.8% | -1.9% | -12.9% |
| 3M | -11.2% | +2.3% | -13.4% | -12.3% |
| 6M | -11.4% | +26.3% | -37.7% | -17.4% |
| YTD | +17.7% | -14.4% | +32.2% | +16.3% |
| 1Y | +47.5% | -37.6% | +85.1% | +54.5% |
| 3Y | +83.9% | +8.0% | +75.9% | +70.2% |
| 5Y | +54.0% | -44.9% | +98.8% | +49.4% |
| All | +259.0% | +599.9% | -340.9% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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