+1,708.0%
FCX vs FLUT
+1,664.3%
+43.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.9% |
| 7D | -1.0% | -6.5% | +5.5% | -0.4% |
| 30D | -15.2% | +2.8% | -18.0% | -15.6% |
| 3M | -10.3% | -13.5% | +3.2% | -9.3% |
| 6M | +1.6% | -19.0% | +20.5% | +2.7% |
| YTD | +23.9% | -61.9% | +85.7% | +35.3% |
| 1Y | +58.0% | -63.2% | +121.3% | +73.1% |
| 3Y | +94.6% | -46.0% | +140.6% | +104.0% |
| 5Y | +70.4% | -51.8% | +122.1% | +77.2% |
| 10Y | +430.7% | -26.1% | +456.7% | +426.4% |
| All | +1,708.0% | +1,664.3% | +43.6% | +1,526.5% |
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