+537.5%
FCX vs ESTC
+26.3%
+511.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.7% | +9.0% | +6.2% |
| 7D | +5.7% | -4.3% | +10.0% | +6.6% |
| 30D | +10.1% | +17.7% | -7.7% | +4.4% |
| 3M | +20.2% | +42.3% | -22.1% | +8.1% |
| 6M | +29.7% | +64.6% | -34.9% | +11.3% |
| YTD | +51.9% | +17.2% | +34.7% | +40.5% |
| 1Y | +66.0% | -4.2% | +70.2% | +60.8% |
| 3Y | +102.7% | +13.5% | +89.2% | +72.5% |
| 5Y | +138.9% | -45.5% | +184.4% | +133.0% |
| All | +537.5% | +26.3% | +511.2% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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