+395.9%
FCX vs ZTS
+78.1%
+317.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -0.8% | -7.4% | +6.7% | +3.0% |
| 30D | -15.1% | +9.9% | -24.9% | -19.2% |
| 3M | -9.6% | +10.3% | -19.9% | -14.6% |
| 6M | -3.1% | +9.2% | -12.2% | -9.4% |
| YTD | +23.4% | -32.9% | +56.3% | +46.3% |
| 1Y | +52.7% | -29.7% | +82.4% | +75.6% |
| 3Y | +91.4% | -49.0% | +140.4% | +153.6% |
| 5Y | +62.7% | -59.3% | +122.0% | +144.5% |
| 10Y | +395.9% | +78.9% | +316.9% | +236.2% |
| All | +395.9% | +78.1% | +317.7% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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