+395.9%
FCX vs UNP
+287.8%
+108.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.6% |
| 7D | -0.8% | -2.1% | +1.3% | +1.0% |
| 30D | -15.1% | +7.3% | -22.4% | -20.1% |
| 3M | -9.6% | +3.6% | -13.2% | -12.6% |
| 6M | -3.1% | +15.8% | -18.9% | -16.0% |
| YTD | +23.4% | +32.6% | -9.1% | -6.7% |
| 1Y | +52.7% | +37.2% | +15.4% | +11.8% |
| 3Y | +91.4% | +52.6% | +38.8% | +22.8% |
| 5Y | +62.7% | +40.6% | +22.2% | +10.2% |
| 10Y | +395.9% | +288.4% | +107.4% | +58.9% |
| All | +395.9% | +287.8% | +108.1% | +58.9% |
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