+612.2%
FCX vs FLR
+19.7%
+592.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -2.3% | -3.5% | +1.2% | -1.0% |
| 30D | +2.7% | +4.2% | -1.5% | +1.0% |
| 3M | +7.4% | +8.1% | -0.7% | +3.4% |
| 6M | +16.0% | +21.5% | -5.5% | +6.5% |
| YTD | +40.9% | +36.8% | +4.2% | +23.7% |
| 1Y | +56.4% | +31.2% | +25.2% | +38.8% |
| 3Y | +84.2% | +53.9% | +30.3% | +46.4% |
| 5Y | +114.6% | +243.0% | -128.4% | +25.8% |
| All | +612.2% | +19.7% | +592.4% | +412.6% |
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