+90.2%
FCX vs ESTC
+18.2%
+71.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | -4.9% | -8.1% | +3.2% | -3.9% |
| 30D | +4.8% | +31.7% | -26.9% | +0.3% |
| 3M | +4.6% | +41.1% | -36.4% | -1.0% |
| 6M | +10.8% | +77.1% | -66.2% | +0.6% |
| YTD | +44.2% | +21.7% | +22.5% | +38.6% |
| 1Y | +59.6% | +8.4% | +51.2% | +55.9% |
| All | +90.2% | +18.2% | +71.9% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling