+48.6%
FCX vs ESI
+18.3%
+30.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -2.4% | -6.6% | +4.3% | +1.0% |
| 30D | -18.0% | -9.8% | -8.2% | -13.7% |
| 3M | -14.3% | -11.9% | -2.4% | -9.1% |
| 6M | -1.7% | -25.1% | +23.4% | +12.2% |
| YTD | +19.8% | +31.9% | -12.0% | +4.1% |
| 1Y | +48.6% | +19.2% | +29.5% | +35.1% |
| All | +48.6% | +18.3% | +30.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling