+90.2%
FCX vs FLUT
-41.5%
+131.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -4.9% | -1.6% | -3.2% | -4.6% |
| 30D | +4.8% | +7.7% | -2.9% | +3.4% |
| 3M | +4.6% | -0.7% | +5.3% | +3.5% |
| 6M | +10.8% | -11.2% | +22.0% | +11.8% |
| YTD | +44.2% | -53.4% | +97.7% | +70.3% |
| 1Y | +59.6% | -65.8% | +125.3% | +103.7% |
| All | +90.2% | -41.5% | +131.7% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling