+10.8%
FCX vs VCIT
-2.0%
+12.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | -4.9% | -0.3% | -4.5% | -3.1% |
| 30D | +4.8% | -0.8% | +5.6% | +8.9% |
| 3M | +4.6% | -1.0% | +5.6% | +10.2% |
| 6M | +10.8% | -1.8% | +12.7% | +22.3% |
| All | +10.8% | -2.0% | +12.8% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling