+59.6%
FCX vs FLEX
+102.8%
-43.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | +4.8% | -10.1% | +15.0% | +8.2% |
| 3M | +4.6% | -31.3% | +36.0% | +16.8% |
| 6M | +10.8% | +71.3% | -60.4% | -17.5% |
| YTD | +44.2% | +81.2% | -37.0% | +4.0% |
| 1Y | +59.6% | +98.5% | -38.9% | -4.5% |
| All | +59.6% | +102.8% | -43.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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