+99.8%
FCX vs FLNC
-71.1%
+170.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.2% | -2.3% | -5.9% |
| 7D | -1.9% | -5.0% | +3.1% | -1.1% |
| 30D | +3.4% | -26.1% | +29.5% | +8.2% |
| 3M | +15.0% | -55.2% | +70.2% | +29.2% |
| 6M | +14.6% | -42.6% | +57.2% | +19.6% |
| YTD | +41.2% | -51.0% | +92.2% | +48.0% |
| 1Y | +60.4% | +43.3% | +17.0% | +34.2% |
| 3Y | +88.4% | -63.4% | +151.8% | +76.2% |
| All | +99.8% | -71.1% | +170.9% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling