+134.6%
FCX vs NEE
+9.6%
+125.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +3.1% | -0.5% | +3.7% | +3.3% |
| 30D | +8.1% | -1.7% | +9.8% | +8.6% |
| 3M | +18.9% | -1.8% | +20.8% | +19.5% |
| 6M | +26.6% | -8.8% | +35.4% | +29.7% |
| YTD | +51.2% | +5.2% | +46.0% | +47.2% |
| 1Y | +75.6% | +21.3% | +54.2% | +62.0% |
| 3Y | +101.7% | +35.2% | +66.5% | +70.9% |
| 5Y | +134.6% | +10.1% | +124.5% | +108.7% |
| All | +134.6% | +9.6% | +125.1% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling