+373.5%
FCX vs FLUT
-26.8%
+400.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -14.7% | +9.3% | -24.0% | -16.1% |
| 3M | -11.2% | -17.5% | +6.3% | -8.9% |
| 6M | -11.4% | -14.6% | +3.2% | -10.6% |
| YTD | +17.7% | -62.3% | +80.0% | +36.2% |
| 1Y | +47.5% | -59.6% | +107.1% | +68.5% |
| 3Y | +83.9% | -45.3% | +129.2% | +97.6% |
| 5Y | +54.0% | -50.4% | +104.4% | +62.3% |
| All | +373.5% | -26.8% | +400.4% | +389.0% |
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