+92.8%
FCX vs ES
+50.8%
+42.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -15.1% | +6.7% | -21.8% | -16.2% |
| 3M | -9.6% | +0.3% | -9.9% | -9.8% |
| 6M | -3.1% | +7.4% | -10.5% | -5.1% |
| YTD | +23.4% | +8.4% | +15.1% | +20.5% |
| 1Y | +52.7% | +0.6% | +52.0% | +51.0% |
| All | +92.8% | +50.8% | +42.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling