+339.8%
FCX vs ZS
+517.5%
-177.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.0% |
| 7D | -4.9% | -7.8% | +3.0% | -3.6% |
| 30D | +4.8% | +5.0% | -0.2% | +3.6% |
| 3M | +4.6% | +25.5% | -20.9% | 0.0% |
| 6M | +10.8% | +8.7% | +2.1% | +5.8% |
| YTD | +44.2% | -24.5% | +68.7% | +46.4% |
| 1Y | +59.6% | -36.7% | +96.3% | +67.1% |
| 3Y | +82.2% | +7.2% | +75.0% | +69.5% |
| 5Y | +115.6% | -40.9% | +156.5% | +108.6% |
| All | +339.8% | +517.5% | -177.6% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling