+26.6%
FCX vs FLNC
-30.5%
+57.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +0.8% |
| 7D | +3.1% | -4.2% | +7.3% | +3.7% |
| 30D | +8.1% | -20.0% | +28.1% | +11.6% |
| 3M | +18.9% | -56.9% | +75.8% | +32.6% |
| 6M | +26.6% | -35.5% | +62.1% | +37.0% |
| All | +26.6% | -30.5% | +57.1% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling