+175.6%
FCX vs UPST
-14.4%
+190.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | -1.0% | +4.4% | -5.4% | -1.5% |
| 30D | -15.2% | -7.7% | -7.6% | -14.6% |
| 3M | -10.3% | -28.4% | +18.2% | -7.4% |
| 6M | +1.6% | -23.2% | +24.7% | +3.9% |
| YTD | +23.9% | -49.1% | +73.0% | +30.9% |
| 1Y | +58.0% | -42.4% | +100.4% | +64.8% |
| 3Y | +94.6% | +5.4% | +89.2% | +83.0% |
| 5Y | +70.4% | -92.9% | +163.3% | +69.2% |
| All | +175.6% | -14.4% | +190.0% | +153.0% |
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