+505.1%
FCX vs ESTC
+31.2%
+474.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.3% |
| 7D | -4.9% | -8.1% | +3.2% | -3.1% |
| 30D | +4.8% | +31.7% | -26.9% | -3.2% |
| 3M | +4.6% | +41.1% | -36.4% | -5.5% |
| 6M | +10.8% | +77.1% | -66.2% | -6.6% |
| YTD | +44.2% | +21.7% | +22.5% | +32.3% |
| 1Y | +59.6% | +8.4% | +51.2% | +49.7% |
| 3Y | +82.2% | +23.6% | +58.6% | +51.5% |
| 5Y | +115.6% | -46.5% | +162.1% | +112.7% |
| All | +505.1% | +31.2% | +474.0% | +267.9% |
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