+613.6%
FCX vs NEE
+251.9%
+361.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.5% |
| 7D | -1.9% | -1.9% | +0.1% | -1.2% |
| 30D | +3.4% | -3.1% | +6.5% | +4.5% |
| 3M | +15.0% | -2.4% | +17.4% | +15.8% |
| 6M | +14.6% | -8.6% | +23.2% | +17.6% |
| YTD | +41.2% | +4.9% | +36.3% | +37.3% |
| 1Y | +60.4% | +19.4% | +41.0% | +47.9% |
| 3Y | +88.4% | +34.9% | +53.6% | +59.3% |
| 5Y | +115.0% | +11.0% | +104.0% | +94.6% |
| All | +613.6% | +251.9% | +361.7% | +502.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling