+152.0%
QQQM vs FCX
+359.6%
-207.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -0.1% | +7.4% | -7.5% | -2.3% |
| 6M | +18.0% | +16.0% | +1.9% | +12.5% |
| YTD | +16.7% | +40.9% | -24.2% | +6.0% |
| 1Y | +23.0% | +56.4% | -33.4% | +8.2% |
| 3Y | +93.3% | +84.2% | +9.1% | +58.6% |
| 5Y | +96.3% | +114.6% | -18.3% | +54.2% |
| All | +152.0% | +359.6% | -207.6% | +75.8% |
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 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