+55.4%
FCX vs UPST
-92.5%
+147.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | -0.3% | -10.6% | +10.3% | +1.1% |
| 30D | -14.7% | -14.0% | -0.7% | -13.2% |
| 3M | -11.2% | -36.8% | +25.7% | -6.0% |
| 6M | -11.4% | -27.5% | +16.1% | -8.2% |
| YTD | +17.7% | -55.3% | +73.0% | +28.2% |
| 1Y | +47.5% | -47.5% | +95.0% | +57.3% |
| 3Y | +83.9% | -10.4% | +94.3% | +72.0% |
| All | +55.4% | -92.5% | +147.8% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling