+419.7%
FCX vs ESTC
+28.9%
+390.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +3.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -15.2% | -8.1% | -7.1% | -13.6% |
| 3M | -10.3% | +20.2% | -30.4% | -15.5% |
| 6M | +1.6% | +72.7% | -71.2% | -13.5% |
| YTD | +23.9% | +19.6% | +4.2% | +13.8% |
| 1Y | +58.0% | +0.3% | +57.8% | +51.6% |
| 3Y | +94.6% | +22.8% | +71.8% | +62.3% |
| 5Y | +70.4% | -50.9% | +121.2% | +72.8% |
| All | +419.7% | +28.9% | +390.8% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling