+85.8%
FCX vs ESI
+78.7%
+7.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -2.4% | -6.6% | +4.3% | +1.6% |
| 30D | -18.0% | -9.8% | -8.2% | -12.9% |
| 3M | -14.3% | -11.9% | -2.4% | -8.3% |
| 6M | -1.7% | -25.1% | +23.4% | +15.0% |
| YTD | +19.8% | +31.9% | -12.0% | -4.4% |
| 1Y | +48.6% | +19.2% | +29.5% | +26.6% |
| 3Y | +85.8% | +76.2% | +9.7% | +8.9% |
| All | +85.8% | +78.7% | +7.2% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling