+97.6%
FCX vs NEE
+34.9%
+62.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +3.1% | -0.5% | +3.7% | +3.2% |
| 30D | +8.1% | -1.7% | +9.8% | +8.5% |
| 3M | +18.9% | -1.8% | +20.8% | +19.3% |
| 6M | +26.6% | -8.8% | +35.4% | +29.0% |
| YTD | +51.2% | +5.2% | +46.0% | +48.3% |
| 1Y | +75.6% | +21.3% | +54.2% | +65.5% |
| All | +97.6% | +34.9% | +62.7% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling