+134.6%
FCX vs FLR
+245.1%
-110.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.7% |
| 7D | +3.1% | -3.1% | +6.2% | +4.4% |
| 30D | +8.1% | +4.9% | +3.2% | +5.7% |
| 3M | +18.9% | +10.8% | +8.1% | +12.7% |
| 6M | +26.6% | +19.7% | +6.9% | +15.2% |
| YTD | +51.2% | +38.4% | +12.8% | +29.5% |
| 1Y | +75.6% | +34.7% | +40.9% | +51.2% |
| 3Y | +101.7% | +56.7% | +45.1% | +48.4% |
| 5Y | +134.6% | +241.6% | -107.0% | +22.3% |
| All | +134.6% | +245.1% | -110.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling