+724.1%
FCX vs FLUT
-10.4%
+734.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +3.1% | -2.6% | +5.7% | +3.5% |
| 30D | +8.1% | +5.4% | +2.7% | +7.1% |
| 3M | +18.9% | -10.8% | +29.7% | +20.2% |
| 6M | +26.6% | -9.2% | +35.8% | +27.0% |
| YTD | +51.2% | -53.8% | +105.0% | +70.1% |
| 1Y | +75.6% | -66.0% | +141.5% | +108.2% |
| 3Y | +101.7% | -44.7% | +146.4% | +116.9% |
| 5Y | +134.6% | -50.6% | +185.2% | +146.3% |
| 10Y | +724.1% | -10.4% | +734.6% | +730.5% |
| All | +724.1% | -10.4% | +734.6% | +730.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling