+395.9%
FCX vs FLEX
+658.8%
-263.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +1.1% |
| 7D | -0.8% | +2.2% | -3.0% | -2.3% |
| 30D | -15.1% | -32.6% | +17.6% | +0.9% |
| 3M | -9.6% | -35.5% | +25.9% | +8.8% |
| 6M | -3.1% | -45.6% | +42.5% | +24.2% |
| YTD | +23.4% | +30.7% | -7.3% | -6.7% |
| 1Y | +52.7% | +28.4% | +24.3% | +15.6% |
| 3Y | +91.4% | +301.7% | -210.3% | -27.8% |
| 5Y | +62.7% | +473.3% | -410.5% | -51.4% |
| 10Y | +395.9% | +651.7% | -255.9% | -4.3% |
| All | +395.9% | +658.8% | -263.0% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling