+60.3%
FCX vs FLR
+2.5%
+57.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -6.0% | +1.4% | -7.4% | -6.6% |
| 30D | -13.6% | -5.9% | -7.7% | -11.5% |
| 3M | -6.8% | -7.6% | +0.8% | -5.1% |
| 6M | +13.2% | -9.3% | +22.5% | +14.4% |
| YTD | +24.4% | +20.1% | +4.3% | +7.1% |
| 1Y | +60.3% | +3.0% | +57.3% | +52.5% |
| All | +60.3% | +2.5% | +57.8% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling