+134.6%
FCX vs UNP
+48.4%
+86.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +3.1% | -1.7% | +4.8% | +4.1% |
| 30D | +8.1% | -2.1% | +10.2% | +9.5% |
| 3M | +18.9% | +5.4% | +13.5% | +14.9% |
| 6M | +26.6% | +13.4% | +13.2% | +15.4% |
| YTD | +51.2% | +25.0% | +26.2% | +28.9% |
| 1Y | +75.6% | +34.6% | +41.0% | +41.7% |
| 3Y | +101.7% | +43.6% | +58.1% | +51.5% |
| 5Y | +134.6% | +51.7% | +82.9% | +68.5% |
| All | +134.6% | +48.4% | +86.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling