+2,005.1%
FCX vs FLUT
+2,054.3%
-49.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -4.9% | -1.6% | -3.2% | -4.7% |
| 30D | +4.8% | +7.7% | -2.9% | +3.9% |
| 3M | +4.6% | -0.7% | +5.3% | +4.1% |
| 6M | +10.8% | -11.2% | +22.0% | +11.3% |
| YTD | +44.2% | -53.4% | +97.7% | +54.7% |
| 1Y | +59.6% | -65.8% | +125.3% | +76.6% |
| 3Y | +82.2% | -44.9% | +127.2% | +90.7% |
| 5Y | +115.6% | -49.7% | +165.3% | +122.9% |
| 10Y | +670.6% | -9.7% | +680.3% | +651.0% |
| All | +2,005.1% | +2,054.3% | -49.2% | +1,760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling