+114.3%
FCX vs ES
-5.6%
+120.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +4.8% | -2.0% | +6.8% | +5.3% |
| 3M | +4.6% | +1.7% | +2.9% | +3.7% |
| 6M | +10.8% | -3.5% | +14.4% | +11.4% |
| YTD | +44.2% | +7.9% | +36.3% | +40.1% |
| 1Y | +59.6% | +17.2% | +42.4% | +49.3% |
| 3Y | +82.2% | +29.3% | +52.9% | +60.6% |
| All | +114.3% | -5.6% | +120.0% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling