+1,015.5%
FCX vs FLEX
+5,245.1%
-4,229.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | +4.8% | -10.1% | +15.0% | +7.7% |
| 3M | +4.6% | -31.3% | +36.0% | +15.2% |
| 6M | +10.8% | +71.3% | -60.4% | -8.0% |
| YTD | +44.2% | +81.2% | -37.0% | +17.6% |
| 1Y | +59.6% | +98.5% | -38.9% | +26.5% |
| 3Y | +82.2% | +428.2% | -346.0% | +8.1% |
| 5Y | +115.6% | +657.3% | -541.6% | +15.8% |
| 10Y | +670.6% | +995.9% | -325.4% | +265.0% |
| All | +1,015.5% | +5,245.1% | -4,229.6% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling