+724.2%
FCX vs FLEX
+1,045.8%
-321.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +3.1% | +6.4% | -3.2% | 0.0% |
| 30D | +8.1% | -5.9% | +14.0% | +10.8% |
| 3M | +18.9% | -23.5% | +42.4% | +32.5% |
| 6M | +26.6% | +83.7% | -57.1% | -16.3% |
| YTD | +51.2% | +86.5% | -35.3% | -1.5% |
| 1Y | +75.6% | +100.5% | -24.9% | +9.0% |
| 3Y | +101.7% | +469.8% | -368.1% | -34.6% |
| 5Y | +134.6% | +725.7% | -591.0% | -39.9% |
| 10Y | +724.2% | +1,086.7% | -362.6% | +34.9% |
| All | +724.2% | +1,045.8% | -321.6% | +34.9% |
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