+329.8%
FCX vs ZS
+498.3%
-168.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.3% | -3.1% | +0.8% | -1.8% |
| 30D | +2.7% | -7.2% | +9.9% | +3.6% |
| 3M | +7.4% | +30.5% | -23.1% | +1.9% |
| 6M | +16.0% | +7.0% | +9.0% | +11.1% |
| YTD | +40.9% | -26.8% | +67.8% | +43.8% |
| 1Y | +56.4% | -42.6% | +99.0% | +66.8% |
| 3Y | +84.2% | -0.3% | +84.5% | +73.5% |
| 5Y | +114.6% | -39.2% | +153.8% | +106.8% |
| All | +329.8% | +498.3% | -168.5% | +180.9% |
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