+87.6%
FCX vs UPST
-6.9%
+94.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.2% | -1.6% |
| 7D | +4.4% | -13.5% | +17.9% | +6.8% |
| 30D | -16.3% | -19.6% | +3.3% | -13.6% |
| 3M | -12.5% | -34.2% | +21.7% | -6.9% |
| 6M | -8.0% | -31.2% | +23.2% | -3.1% |
| YTD | +20.1% | -56.2% | +76.3% | +33.4% |
| 1Y | +45.9% | -51.7% | +97.6% | +59.4% |
| All | +87.6% | -6.9% | +94.5% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling