+66.0%
FCX vs ESTC
+0.7%
+65.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.7% | +9.0% | +5.3% |
| 7D | +5.7% | -4.3% | +10.0% | +5.7% |
| 30D | +10.1% | +17.7% | -7.7% | +10.1% |
| 3M | +20.2% | +42.3% | -22.1% | +19.9% |
| 6M | +29.7% | +64.6% | -34.9% | +29.3% |
| YTD | +51.9% | +17.2% | +34.7% | +54.3% |
| 1Y | +66.0% | -4.2% | +70.2% | +73.3% |
| All | +66.0% | +0.7% | +65.3% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling