+613.6%
FCX vs UNP
+287.3%
+326.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.9% |
| 7D | -1.9% | -1.2% | -0.7% | -1.0% |
| 30D | +3.4% | -2.0% | +5.4% | +5.1% |
| 3M | +15.0% | +7.5% | +7.5% | +7.4% |
| 6M | +14.6% | +15.3% | -0.7% | -1.3% |
| YTD | +41.2% | +25.4% | +15.8% | +12.3% |
| 1Y | +60.4% | +35.6% | +24.8% | +18.3% |
| 3Y | +88.4% | +44.1% | +44.3% | +27.4% |
| 5Y | +115.0% | +54.0% | +61.1% | +32.2% |
| All | +613.6% | +287.3% | +326.3% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling