+1,015.5%
FCX vs UNP
+5,211.2%
-4,195.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | -5.3% | +0.5% | -1.1% |
| 30D | +4.8% | -1.5% | +6.4% | +6.0% |
| 3M | +4.6% | +10.3% | -5.6% | -3.2% |
| 6M | +10.8% | +9.7% | +1.2% | +1.4% |
| YTD | +44.2% | +27.1% | +17.1% | +18.2% |
| 1Y | +59.6% | +32.6% | +27.0% | +26.3% |
| 3Y | +82.2% | +40.0% | +42.3% | +36.6% |
| 5Y | +115.6% | +50.8% | +64.8% | +51.4% |
| 10Y | +670.6% | +278.6% | +391.9% | +200.2% |
| All | +1,015.5% | +5,211.2% | -4,195.7% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling