+60.3%
FCX vs NEE
+11.3%
+49.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | +1.3% |
| 7D | -6.0% | +9.2% | -15.2% | -6.0% |
| 30D | -13.6% | +16.0% | -29.5% | -13.9% |
| 3M | -6.8% | +2.2% | -9.0% | -6.1% |
| 6M | +13.2% | -6.0% | +19.2% | +15.3% |
| YTD | +24.4% | +12.6% | +11.8% | +21.5% |
| 1Y | +60.3% | +11.4% | +48.9% | +56.4% |
| All | +60.3% | +11.3% | +49.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 1y: compounded portfolio wealth divided by compounded NEE 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…
1y analysis · Full analysis span regression · 6 months rolling