+612.2%
FCX vs NRG
+1,083.9%
-471.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -2.3% | -4.7% | +2.4% | -0.5% |
| 30D | +2.7% | -6.0% | +8.6% | +4.7% |
| 3M | +7.4% | -8.0% | +15.3% | +8.9% |
| 6M | +16.0% | -23.2% | +39.2% | +25.1% |
| YTD | +40.9% | -28.1% | +69.0% | +55.2% |
| 1Y | +56.4% | -27.3% | +83.7% | +70.7% |
| 3Y | +84.2% | +208.7% | -124.4% | +3.0% |
| 5Y | +114.6% | +197.7% | -83.0% | +19.2% |
| All | +612.2% | +1,083.9% | -471.7% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling