+613.6%
FCX vs VCLT
+17.0%
+596.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.1% |
| 30D | +3.4% | -1.1% | +4.5% | +4.1% |
| 3M | +15.0% | -3.7% | +18.7% | +17.4% |
| 6M | +14.6% | -4.0% | +18.7% | +17.6% |
| YTD | +41.2% | -3.4% | +44.6% | +44.3% |
| 1Y | +60.4% | -4.1% | +64.5% | +64.6% |
| 3Y | +88.4% | +11.0% | +77.5% | +80.6% |
| 5Y | +115.0% | -17.0% | +132.0% | +128.5% |
| All | +613.6% | +17.0% | +596.6% | +628.7% |
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