+83.9%
FCX vs ESTC
+14.8%
+69.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | -14.7% | -4.2% | -10.5% | -14.3% |
| 3M | -11.2% | +2.5% | -13.6% | -11.8% |
| 6M | -11.4% | +81.5% | -92.9% | -19.7% |
| YTD | +17.7% | +16.8% | +0.9% | +13.7% |
| 1Y | +47.5% | -3.5% | +50.9% | +47.3% |
| 3Y | +83.9% | +17.7% | +66.2% | +70.2% |
| All | +83.9% | +14.8% | +69.1% | +70.2% |
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