+97.6%
FCX vs FLR
+56.0%
+41.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.7% |
| 7D | +3.1% | -3.1% | +6.2% | +4.3% |
| 30D | +8.1% | +4.9% | +3.2% | +5.8% |
| 3M | +18.9% | +10.8% | +8.1% | +12.9% |
| 6M | +26.6% | +19.7% | +6.9% | +15.6% |
| YTD | +51.2% | +38.4% | +12.8% | +30.5% |
| 1Y | +75.6% | +34.7% | +40.9% | +52.4% |
| All | +97.6% | +56.0% | +41.6% | +43.3% |
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