+134.6%
FCX vs UPS
-35.0%
+169.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.2% |
| 7D | +3.1% | -3.7% | +6.8% | +5.2% |
| 30D | +8.1% | -3.7% | +11.9% | +10.3% |
| 3M | +18.9% | -6.6% | +25.5% | +22.9% |
| 6M | +26.6% | +2.6% | +24.0% | +23.5% |
| YTD | +51.2% | +4.8% | +46.4% | +45.2% |
| 1Y | +75.6% | +25.3% | +50.3% | +51.5% |
| 3Y | +101.7% | -26.9% | +128.6% | +127.7% |
| 5Y | +134.6% | -33.5% | +168.1% | +177.2% |
| All | +134.6% | -35.0% | +169.6% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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