+115.0%
FCX vs VCLT
-17.3%
+132.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.8% |
| 7D | -1.9% | -1.3% | -0.6% | -0.9% |
| 30D | +3.4% | -1.1% | +4.5% | +4.3% |
| 3M | +15.0% | -3.7% | +18.7% | +18.0% |
| 6M | +14.6% | -4.0% | +18.7% | +18.3% |
| YTD | +41.2% | -3.4% | +44.6% | +45.0% |
| 1Y | +60.4% | -4.1% | +64.5% | +65.6% |
| 3Y | +88.4% | +11.0% | +77.5% | +79.8% |
| 5Y | +115.0% | -17.0% | +132.0% | +101.9% |
| All | +115.0% | -17.3% | +132.3% | +101.9% |
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 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