+2,913.7%
FCX vs FLR
+603.8%
+2,309.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.4% |
| 7D | -4.9% | +5.4% | -10.3% | -7.5% |
| 30D | +4.8% | +11.4% | -6.6% | -2.2% |
| 3M | +4.6% | +11.4% | -6.8% | -2.4% |
| 6M | +10.8% | +16.6% | -5.8% | -0.2% |
| YTD | +44.2% | +41.7% | +2.5% | +17.4% |
| 1Y | +59.6% | +35.4% | +24.1% | +31.7% |
| 3Y | +82.2% | +57.3% | +24.9% | +27.7% |
| 5Y | +115.6% | +241.0% | -125.4% | -4.6% |
| 10Y | +670.6% | +16.6% | +653.9% | +327.1% |
| All | +2,913.7% | +603.8% | +2,309.9% | +1,067.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling