+134.6%
FCX vs ZS
-40.8%
+175.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | +3.1% | -3.8% | +6.9% | +3.7% |
| 30D | +8.1% | -6.0% | +14.1% | +8.8% |
| 3M | +18.9% | +32.0% | -13.1% | +12.1% |
| 6M | +26.6% | +2.1% | +24.5% | +21.8% |
| YTD | +51.2% | -26.2% | +77.3% | +55.0% |
| 1Y | +75.6% | -41.2% | +116.7% | +89.1% |
| 3Y | +101.7% | +3.3% | +98.4% | +86.3% |
| 5Y | +134.6% | -40.7% | +175.4% | +129.3% |
| All | +134.6% | -40.8% | +175.4% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling