+10.8%
FCX vs NEE
-8.5%
+19.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.1% |
| 7D | -4.9% | +1.9% | -6.8% | -4.6% |
| 30D | +4.8% | -2.2% | +7.0% | +4.6% |
| 3M | +4.6% | -1.2% | +5.8% | +4.6% |
| 6M | +10.8% | -8.6% | +19.4% | +17.1% |
| All | +10.8% | -8.5% | +19.3% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling