+479.5%
FCX vs NRG
+1,537.4%
-1,057.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.4% |
| 7D | +3.1% | +3.9% | -0.7% | +0.9% |
| 30D | +8.1% | -3.0% | +11.1% | +9.1% |
| 3M | +18.9% | -10.9% | +29.8% | +23.2% |
| 6M | +26.6% | -25.3% | +51.9% | +42.0% |
| YTD | +51.2% | -26.8% | +78.0% | +70.1% |
| 1Y | +75.6% | -23.3% | +98.8% | +90.6% |
| 3Y | +101.7% | +208.6% | -106.9% | -11.2% |
| 5Y | +134.6% | +194.1% | -59.5% | +1.7% |
| 10Y | +724.2% | +1,123.6% | -399.4% | +24.6% |
| All | +479.5% | +1,537.4% | -1,057.8% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling