+813.3%
FCX vs ES
+776.2%
+37.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.7% |
| 7D | -4.9% | +1.9% | -6.8% | -5.7% |
| 30D | -17.1% | +7.1% | -24.2% | -19.5% |
| 3M | -12.7% | -1.9% | -10.7% | -12.5% |
| 6M | -2.0% | +4.4% | -6.3% | -4.5% |
| YTD | +18.1% | +7.3% | +10.8% | +13.5% |
| 1Y | +55.2% | +2.1% | +53.0% | +51.0% |
| 3Y | +74.3% | +41.8% | +32.5% | +46.2% |
| 5Y | +71.9% | +1.4% | +70.4% | +62.7% |
| 10Y | +498.4% | +86.8% | +411.6% | +317.8% |
| All | +813.3% | +776.2% | +37.1% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling