+137.3%
FCX vs ESI
+224.6%
-87.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.7% |
| 7D | -4.9% | +3.3% | -8.2% | -6.9% |
| 30D | +4.8% | -5.9% | +10.7% | +8.4% |
| 3M | +4.6% | -14.1% | +18.7% | +13.9% |
| 6M | +10.8% | +6.6% | +4.3% | +3.6% |
| YTD | +44.2% | +45.0% | -0.8% | +9.1% |
| 1Y | +59.6% | +41.5% | +18.1% | +22.3% |
| 3Y | +82.2% | +78.8% | +3.5% | +17.0% |
| 5Y | +115.6% | +70.9% | +44.7% | +39.8% |
| 10Y | +670.6% | +317.1% | +353.5% | +167.8% |
| All | +137.3% | +224.6% | -87.3% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling