+83.9%
FCX vs NEE
+69.0%
+14.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | -14.7% | +8.6% | -23.3% | -16.3% |
| 3M | -11.2% | -0.3% | -10.9% | -11.1% |
| 6M | -11.4% | -8.9% | -2.5% | -9.5% |
| YTD | +17.7% | +8.3% | +9.4% | +14.6% |
| 1Y | +47.5% | +4.3% | +43.2% | +45.0% |
| 3Y | +83.9% | +70.7% | +13.1% | +30.1% |
| All | +83.9% | +69.0% | +14.9% | +30.1% |
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