+138.9%
FCX vs ESI
+77.4%
+61.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.0% |
| 7D | +5.7% | +5.4% | +0.3% | +2.1% |
| 30D | +10.1% | -4.2% | +14.2% | +12.7% |
| 3M | +20.2% | -9.6% | +29.8% | +26.3% |
| 6M | +29.7% | +18.3% | +11.4% | +12.4% |
| YTD | +51.9% | +45.8% | +6.1% | +12.9% |
| 1Y | +66.0% | +39.2% | +26.8% | +26.8% |
| 3Y | +102.7% | +86.3% | +16.5% | +21.3% |
| 5Y | +138.9% | +76.2% | +62.6% | +34.5% |
| All | +138.9% | +77.4% | +61.4% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling