+485.6%
FCX vs VCIT
+28.8%
+456.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -17.1% | +1.9% | -19.0% | -19.0% |
| 3M | -12.7% | -1.4% | -11.2% | -11.3% |
| 6M | -2.0% | -2.1% | +0.2% | +0.6% |
| YTD | +18.1% | -1.6% | +19.7% | +20.8% |
| 1Y | +55.2% | -0.9% | +56.1% | +57.6% |
| 3Y | +74.3% | +20.0% | +54.4% | +47.9% |
| 5Y | +71.9% | +3.1% | +68.8% | +63.2% |
| All | +485.6% | +28.8% | +456.8% | +492.2% |
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