+55.2%
FCX vs VCIT
-0.9%
+56.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +3.0% |
| 7D | -4.9% | +0.1% | -5.0% | -5.3% |
| 30D | -17.1% | +1.9% | -19.0% | -23.0% |
| 3M | -12.7% | -1.4% | -11.2% | -6.4% |
| 6M | -2.0% | -2.1% | +0.2% | +8.5% |
| YTD | +18.1% | -1.6% | +19.7% | +29.1% |
| 1Y | +55.2% | -0.9% | +56.1% | +66.7% |
| All | +55.2% | -0.9% | +56.0% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling