+61.5%
FCX vs FLUT
-50.5%
+112.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +2.9% |
| 7D | -4.9% | -1.1% | -3.8% | -4.8% |
| 30D | -17.1% | +7.7% | -24.8% | -18.5% |
| 3M | -12.7% | -12.2% | -0.5% | -11.2% |
| 6M | -2.0% | -17.6% | +15.6% | -0.5% |
| YTD | +18.1% | -62.0% | +80.1% | +41.8% |
| 1Y | +55.2% | -62.3% | +117.4% | +86.2% |
| 3Y | +74.3% | -52.0% | +126.3% | +94.8% |
| All | +61.5% | -50.5% | +112.0% | +66.2% |
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