+45.9%
FCX vs FLUT
-64.7%
+110.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.9% |
| 7D | +4.4% | -1.2% | +5.6% | +4.4% |
| 30D | -16.3% | +5.0% | -21.4% | -16.1% |
| 3M | -12.5% | -16.4% | +3.9% | -12.8% |
| 6M | -8.0% | -14.6% | +6.5% | -9.1% |
| YTD | +20.1% | -61.9% | +82.0% | +34.7% |
| 1Y | +45.9% | -65.0% | +111.0% | +67.6% |
| All | +45.9% | -64.7% | +110.7% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling