+138.9%
FCX vs FLEX
+698.8%
-559.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +1.0% | +3.4% |
| 7D | +5.7% | +7.0% | -1.2% | +2.6% |
| 30D | +10.1% | -5.8% | +15.9% | +12.5% |
| 3M | +20.2% | -24.2% | +44.4% | +33.1% |
| 6M | +29.7% | +90.8% | -61.1% | -13.9% |
| YTD | +51.9% | +89.2% | -37.3% | +0.8% |
| 1Y | +66.0% | +104.7% | -38.7% | +4.5% |
| 3Y | +102.7% | +478.1% | -375.3% | -34.0% |
| 5Y | +138.9% | +726.2% | -587.3% | -41.7% |
| All | +138.9% | +698.8% | -559.9% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling