+61.4%
FCX vs VCLT
-15.9%
+77.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.3% |
| 30D | -15.1% | +2.8% | -17.8% | -16.8% |
| 3M | -9.6% | -0.4% | -9.2% | -9.4% |
| 6M | -3.1% | -3.1% | +0.1% | -0.7% |
| YTD | +23.4% | -2.7% | +26.1% | +26.2% |
| 1Y | +52.7% | -3.7% | +56.3% | +57.1% |
| 3Y | +91.4% | +15.6% | +75.8% | +77.9% |
| All | +61.4% | -15.9% | +77.3% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling