+60.3%
FCX vs FLEX
+23.4%
+36.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -12.3% | +13.7% | +5.1% |
| 7D | -6.0% | -17.0% | +11.0% | -0.9% |
| 30D | -13.6% | -33.8% | +20.3% | -2.7% |
| 3M | -6.8% | -39.0% | +32.3% | +7.2% |
| 6M | +13.2% | -15.9% | +29.1% | +15.0% |
| YTD | +24.4% | +27.8% | -3.4% | +4.2% |
| 1Y | +60.3% | +25.0% | +35.3% | +34.5% |
| All | +60.3% | +23.4% | +36.8% | +34.5% |
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