+72.2%
FCX vs VCIT
+3.3%
+69.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -18.0% | +1.1% | -19.1% | -19.3% |
| 3M | -14.3% | -1.4% | -12.9% | -12.7% |
| 6M | -1.7% | -2.3% | +0.6% | +1.6% |
| YTD | +19.8% | -1.8% | +21.7% | +23.4% |
| 1Y | +48.6% | -1.0% | +49.7% | +51.7% |
| 3Y | +85.8% | +19.3% | +66.6% | +55.0% |
| 5Y | +72.2% | +3.8% | +68.4% | +42.4% |
| All | +72.2% | +3.3% | +69.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling