+238.1%
FCX vs UPST
+3.8%
+234.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.2% | +5.7% |
| 7D | +5.7% | -1.5% | +7.2% | +5.9% |
| 30D | +10.1% | -13.2% | +23.3% | +11.6% |
| 3M | +20.2% | -13.0% | +33.1% | +21.7% |
| 6M | +29.7% | -2.9% | +32.6% | +29.5% |
| YTD | +51.9% | -38.3% | +90.2% | +57.7% |
| 1Y | +66.0% | -60.5% | +126.4% | +78.9% |
| 3Y | +102.7% | -11.7% | +114.5% | +91.9% |
| 5Y | +138.9% | -90.2% | +229.0% | +131.8% |
| All | +238.1% | +3.8% | +234.3% | +204.7% |
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