+87.6%
FCX vs FLR
+37.2%
+50.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.8% |
| 7D | +4.4% | +10.1% | -5.7% | +0.6% |
| 30D | -16.3% | -0.5% | -15.9% | -16.2% |
| 3M | -12.5% | -4.8% | -7.7% | -11.2% |
| 6M | -8.0% | +10.7% | -18.7% | -12.6% |
| YTD | +20.1% | +25.0% | -4.8% | +7.6% |
| 1Y | +45.9% | +8.3% | +37.6% | +37.6% |
| All | +87.6% | +37.2% | +50.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling