+138.8%
FCX vs VCIT
+98.3%
+40.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | -0.3% | -4.5% | -4.6% |
| 30D | +4.8% | -0.8% | +5.6% | +5.3% |
| 3M | +4.6% | -1.0% | +5.6% | +5.4% |
| 6M | +10.8% | -1.8% | +12.7% | +12.3% |
| YTD | +44.2% | -0.7% | +44.9% | +45.3% |
| 1Y | +59.6% | +1.0% | +58.6% | +59.3% |
| 3Y | +82.2% | +18.8% | +63.4% | +68.3% |
| 5Y | +115.6% | +3.5% | +112.1% | +102.6% |
| 10Y | +670.6% | +29.2% | +641.3% | +658.3% |
| All | +138.8% | +98.3% | +40.5% | +307.6% |
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 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