+93.9%
QQQ vs FCX
+116.3%
-22.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | +0.7% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | -1.4% | +3.4% | -4.8% | -2.6% |
| 3M | +2.3% | +15.0% | -12.7% | -2.1% |
| 6M | +16.9% | +14.6% | +2.2% | +11.0% |
| YTD | +15.6% | +41.2% | -25.6% | +3.3% |
| 1Y | +22.6% | +60.4% | -37.7% | +4.8% |
| 3Y | +93.5% | +88.4% | +5.1% | +51.7% |
| 5Y | +93.9% | +115.0% | -21.1% | +45.8% |
| All | +93.9% | +116.3% | -22.4% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling