+138.9%
FCX vs FLUT
-50.1%
+189.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.2% |
| 7D | +5.7% | +3.8% | +1.9% | +5.0% |
| 30D | +10.1% | +6.3% | +3.8% | +8.6% |
| 3M | +20.2% | -4.0% | +24.2% | +19.8% |
| 6M | +29.7% | -10.3% | +40.0% | +30.5% |
| YTD | +51.9% | -53.2% | +105.1% | +76.2% |
| 1Y | +66.0% | -65.0% | +131.0% | +105.3% |
| 3Y | +102.7% | -43.9% | +146.6% | +121.1% |
| 5Y | +138.9% | -49.2% | +188.1% | +144.9% |
| All | +138.9% | -50.1% | +189.0% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling