+558.6%
QQQ vs FCX
+688.3%
-129.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | -1.2% | +2.7% | -3.9% | -2.1% |
| 3M | -0.2% | +7.4% | -7.6% | -2.4% |
| 6M | +17.9% | +16.0% | +1.9% | +12.4% |
| YTD | +16.6% | +40.9% | -24.3% | +5.6% |
| 1Y | +23.0% | +56.4% | -33.4% | +7.8% |
| 3Y | +92.9% | +84.2% | +8.7% | +57.9% |
| 5Y | +95.6% | +114.6% | -19.0% | +49.8% |
| All | +558.6% | +688.3% | -129.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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