+724.2%
FCX vs ESI
+308.3%
+415.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +3.1% | +3.9% | -0.8% | +0.4% |
| 30D | +8.1% | -3.8% | +11.9% | +10.5% |
| 3M | +18.9% | -13.1% | +32.1% | +28.8% |
| 6M | +26.6% | +11.3% | +15.3% | +14.1% |
| YTD | +51.2% | +44.1% | +7.1% | +12.6% |
| 1Y | +75.6% | +40.3% | +35.2% | +32.5% |
| 3Y | +101.7% | +84.1% | +17.7% | +22.1% |
| 5Y | +134.6% | +75.8% | +58.8% | +42.8% |
| 10Y | +724.2% | +320.7% | +403.4% | +170.3% |
| All | +724.2% | +308.3% | +415.9% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling