+60.4%
FCX vs NEE
+21.2%
+39.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -1.9% | -1.9% | +0.1% | -1.9% |
| 30D | +3.4% | -3.1% | +6.5% | +3.4% |
| 3M | +15.0% | -2.4% | +17.4% | +15.1% |
| 6M | +14.6% | -8.6% | +23.2% | +16.4% |
| YTD | +41.2% | +4.9% | +36.3% | +42.7% |
| 1Y | +60.4% | +19.4% | +41.0% | +81.4% |
| All | +60.4% | +21.2% | +39.2% | +81.4% |
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