+47.5%
FCX vs VCIT
-1.4%
+48.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.5% |
| 7D | -0.3% | -1.4% | +1.1% | +4.5% |
| 30D | -14.7% | +0.6% | -15.3% | -17.0% |
| 3M | -11.2% | -2.2% | -8.9% | -2.1% |
| 6M | -11.4% | -2.3% | -9.1% | -1.8% |
| YTD | +17.7% | -2.2% | +19.9% | +30.8% |
| 1Y | +47.5% | -1.4% | +48.8% | +59.2% |
| All | +47.5% | -1.4% | +48.9% | +59.2% |
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 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