+98.6%
FCX vs ZS
-0.2%
+98.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +10.0% | +6.0% |
| 7D | +5.7% | -9.2% | +14.9% | +7.0% |
| 30D | +10.1% | -4.0% | +14.1% | +10.3% |
| 3M | +20.2% | +25.3% | -5.1% | +15.4% |
| 6M | +29.7% | -1.3% | +31.0% | +26.5% |
| YTD | +51.9% | -28.0% | +79.9% | +59.8% |
| 1Y | +66.0% | -42.5% | +108.5% | +85.5% |
| All | +98.6% | -0.2% | +98.8% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling