+104.4%
FCX vs VCLT
+102.1%
+2.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -15.1% | +2.8% | -17.8% | -15.6% |
| 3M | -9.6% | -0.4% | -9.2% | -9.5% |
| 6M | -3.1% | -3.1% | +0.1% | -2.4% |
| YTD | +23.4% | -2.7% | +26.1% | +24.3% |
| 1Y | +52.7% | -3.7% | +56.3% | +54.0% |
| 3Y | +91.4% | +15.6% | +75.8% | +89.0% |
| 5Y | +62.7% | -15.8% | +78.5% | +58.4% |
| 10Y | +395.9% | +23.0% | +372.8% | +448.0% |
| All | +104.4% | +102.1% | +2.3% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling