+102.7%
FCX vs UL
+24.1%
+78.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.4% |
| 7D | +5.7% | -1.3% | +7.0% | +5.8% |
| 30D | +10.1% | +0.9% | +9.1% | +10.0% |
| 3M | +20.2% | +14.2% | +5.9% | +18.5% |
| 6M | +29.7% | -3.2% | +32.9% | +31.4% |
| YTD | +51.9% | -0.3% | +52.3% | +53.3% |
| 1Y | +66.0% | -8.8% | +74.7% | +69.7% |
| 3Y | +102.7% | +23.9% | +78.9% | +87.7% |
| All | +102.7% | +24.1% | +78.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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