+373.5%
FCX vs FLR
+7.4%
+366.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -0.3% | +5.4% | -5.7% | -2.2% |
| 30D | -14.7% | +2.8% | -17.6% | -15.5% |
| 3M | -11.2% | -6.4% | -4.8% | -9.3% |
| 6M | -11.4% | +8.8% | -20.2% | -14.8% |
| YTD | +17.7% | +23.6% | -5.9% | +7.0% |
| 1Y | +47.5% | +13.8% | +33.7% | +37.9% |
| 3Y | +83.9% | +36.5% | +47.4% | +52.7% |
| 5Y | +54.0% | +119.3% | -65.4% | +5.7% |
| All | +373.5% | +7.4% | +366.2% | +259.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling