+653.3%
FCX vs VCIT
+29.2%
+624.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | -0.3% | -4.5% | -4.5% |
| 30D | +4.8% | -0.8% | +5.6% | +5.7% |
| 3M | +4.6% | -1.0% | +5.6% | +6.0% |
| 6M | +10.8% | -1.8% | +12.7% | +13.6% |
| YTD | +44.2% | -0.7% | +44.9% | +46.0% |
| 1Y | +59.6% | +1.0% | +58.6% | +59.0% |
| 3Y | +82.2% | +18.8% | +63.4% | +55.5% |
| 5Y | +115.6% | +3.5% | +112.1% | +103.8% |
| All | +653.3% | +29.2% | +624.1% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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