+92.8%
FCX vs UL
+34.1%
+58.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.0% |
| 7D | -0.8% | -1.7% | +0.9% | -0.7% |
| 30D | -15.1% | +4.5% | -19.6% | -15.3% |
| 3M | -9.6% | +5.5% | -15.1% | -9.9% |
| 6M | -3.1% | +17.0% | -20.1% | -4.3% |
| YTD | +23.4% | +3.2% | +20.3% | +24.4% |
| 1Y | +52.7% | -1.9% | +54.5% | +54.7% |
| All | +92.8% | +34.1% | +58.7% | +80.4% |
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