+25.7%
QQQM vs FCX
+60.8%
-35.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.4% | -4.9% | +5.2% | +1.4% |
| 30D | +0.2% | +4.8% | -4.6% | -1.0% |
| 3M | -2.8% | +4.6% | -7.4% | -4.4% |
| 6M | +18.1% | +10.8% | +7.3% | +13.6% |
| YTD | +17.4% | +44.2% | -26.9% | +8.4% |
| 1Y | +25.7% | +59.6% | -33.9% | +12.9% |
| All | +25.7% | +60.8% | -35.1% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling