+99.4%
FCX vs FLNC
-70.4%
+169.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | -2.3% | -4.1% | +1.8% | -1.7% |
| 30D | +2.7% | -24.8% | +27.4% | +7.2% |
| 3M | +7.4% | -59.1% | +66.5% | +22.3% |
| 6M | +16.0% | -42.0% | +58.0% | +20.8% |
| YTD | +40.9% | -49.8% | +90.7% | +47.1% |
| 1Y | +56.4% | +43.1% | +13.3% | +31.0% |
| 3Y | +84.2% | -61.0% | +145.2% | +70.3% |
| All | +99.4% | -70.4% | +169.8% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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