+174.7%
FCX vs UPST
-20.9%
+195.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -0.8% | -12.1% | +11.3% | +0.6% |
| 30D | -15.1% | -13.4% | -1.6% | -13.9% |
| 3M | -9.6% | -31.2% | +21.6% | -6.3% |
| 6M | -3.1% | -28.3% | +25.3% | -0.1% |
| YTD | +23.4% | -53.0% | +76.4% | +31.6% |
| 1Y | +52.7% | -47.2% | +99.8% | +60.7% |
| 3Y | +91.4% | -1.5% | +92.9% | +81.3% |
| 5Y | +62.7% | -91.6% | +154.4% | +61.5% |
| All | +174.7% | -20.9% | +195.6% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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