+90.5%
FCX vs VCIT
+96.6%
-6.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.2% | -7.7% | -7.7% |
| 7D | -12.5% | +0.5% | -12.9% | -12.7% |
| 30D | -20.0% | +2.1% | -22.1% | -21.1% |
| 3M | -16.4% | -1.6% | -14.8% | -15.5% |
| 6M | +0.8% | -1.6% | +2.4% | +2.0% |
| YTD | +15.1% | -1.5% | +16.6% | +16.5% |
| 1Y | +45.3% | -0.4% | +45.7% | +46.2% |
| 3Y | +70.9% | +19.6% | +51.4% | +57.7% |
| 5Y | +67.5% | +3.3% | +64.2% | +58.0% |
| 10Y | +483.0% | +28.9% | +454.2% | +478.8% |
| All | +90.5% | +96.6% | -6.1% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling