+47.5%
FCX vs ZS
-39.0%
+86.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | -14.7% | -12.8% | -1.9% | -14.8% |
| 3M | -11.2% | +2.3% | -13.4% | -10.3% |
| 6M | -11.4% | +26.3% | -37.7% | -9.1% |
| YTD | +17.7% | -14.4% | +32.2% | +22.9% |
| 1Y | +47.5% | -37.6% | +85.1% | +58.0% |
| All | +47.5% | -39.0% | +86.4% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling