+373.5%
FCX vs VCLT
+21.5%
+352.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.3% | -2.3% | +2.0% | +1.0% |
| 30D | -14.7% | +0.8% | -15.5% | -15.1% |
| 3M | -11.2% | -2.7% | -8.5% | -9.8% |
| 6M | -11.4% | -4.3% | -7.1% | -9.1% |
| YTD | +17.7% | -4.3% | +22.0% | +21.0% |
| 1Y | +47.5% | -4.4% | +51.9% | +51.6% |
| 3Y | +83.9% | +13.8% | +70.1% | +74.4% |
| 5Y | +54.0% | -17.0% | +70.9% | +64.3% |
| All | +373.5% | +21.5% | +352.0% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling