+373.5%
FCX vs VCIT
+31.0%
+342.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -0.3% | -1.4% | +1.1% | +1.4% |
| 30D | -14.7% | +0.6% | -15.3% | -15.3% |
| 3M | -11.2% | -2.2% | -8.9% | -8.8% |
| 6M | -11.4% | -2.3% | -9.1% | -8.8% |
| YTD | +17.7% | -2.2% | +19.9% | +21.3% |
| 1Y | +47.5% | -1.4% | +48.8% | +50.7% |
| 3Y | +83.9% | +18.7% | +65.1% | +56.7% |
| 5Y | +54.0% | +3.6% | +50.4% | +46.3% |
| All | +373.5% | +31.0% | +342.5% | +373.8% |
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