+115.8%
FCX vs NRG
+194.8%
-79.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -2.3% | -4.7% | +2.4% | -0.6% |
| 30D | +2.7% | -6.0% | +8.6% | +4.6% |
| 3M | +7.4% | -8.0% | +15.3% | +8.7% |
| 6M | +16.0% | -23.2% | +39.2% | +24.3% |
| YTD | +40.9% | -28.1% | +69.0% | +54.0% |
| 1Y | +56.4% | -27.3% | +83.7% | +69.6% |
| 3Y | +84.2% | +208.7% | -124.4% | +2.8% |
| All | +115.8% | +194.8% | -79.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling