+2,360.1%
FCX vs FLR
+513.8%
+1,846.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -0.3% | +5.4% | -5.7% | -2.9% |
| 30D | -14.7% | +2.8% | -17.6% | -15.9% |
| 3M | -11.2% | -6.4% | -4.8% | -8.7% |
| 6M | -11.4% | +8.8% | -20.2% | -16.5% |
| YTD | +17.7% | +23.6% | -5.9% | +2.3% |
| 1Y | +47.5% | +13.8% | +33.7% | +33.3% |
| 3Y | +83.9% | +36.5% | +47.4% | +38.7% |
| 5Y | +54.0% | +119.3% | -65.4% | -13.9% |
| 10Y | +372.9% | +8.0% | +364.9% | +172.0% |
| All | +2,360.1% | +513.8% | +1,846.2% | +917.2% |
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 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