+115.0%
FCX vs UL
+18.7%
+96.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.3% |
| 7D | -1.9% | -4.1% | +2.2% | -0.9% |
| 30D | +3.4% | -1.2% | +4.6% | +3.7% |
| 3M | +15.0% | +6.0% | +9.0% | +13.0% |
| 6M | +14.6% | -5.5% | +20.1% | +16.3% |
| YTD | +41.2% | -3.3% | +44.5% | +42.1% |
| 1Y | +60.4% | -9.8% | +70.2% | +64.5% |
| 3Y | +88.4% | +20.1% | +68.3% | +72.7% |
| 5Y | +115.0% | +19.2% | +95.9% | +84.3% |
| All | +115.0% | +18.7% | +96.4% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling