+114.3%
FCX vs VCIT
+4.1%
+110.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | -4.9% | -0.3% | -4.5% | -4.4% |
| 30D | +4.8% | -0.8% | +5.6% | +5.9% |
| 3M | +4.6% | -1.0% | +5.6% | +6.2% |
| 6M | +10.8% | -1.8% | +12.7% | +13.9% |
| YTD | +44.2% | -0.7% | +44.9% | +46.3% |
| 1Y | +59.6% | +1.0% | +58.6% | +59.0% |
| 3Y | +82.2% | +18.8% | +63.4% | +53.6% |
| All | +114.3% | +4.1% | +110.3% | +66.6% |
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