+1,564.8%
QQQ vs FCX
+2,545.5%
-980.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.0% | +3.1% | -2.1% | +0.3% |
| 30D | -0.6% | +8.1% | -8.7% | -2.4% |
| 3M | +1.3% | +18.9% | -17.6% | -2.5% |
| 6M | +18.1% | +26.6% | -8.5% | +11.7% |
| YTD | +16.9% | +51.2% | -34.3% | +6.3% |
| 1Y | +24.0% | +75.6% | -51.6% | +8.7% |
| 3Y | +95.6% | +101.7% | -6.1% | +63.5% |
| 5Y | +94.5% | +134.6% | -40.1% | +53.8% |
| 10Y | +571.7% | +724.2% | -152.4% | +280.9% |
| All | +1,564.8% | +2,545.5% | -980.7% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling