+138.8%
FCX vs VCLT
+103.4%
+35.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | +4.8% | -0.9% | +5.7% | +5.0% |
| 3M | +4.6% | -3.2% | +7.9% | +5.3% |
| 6M | +10.8% | -3.8% | +14.6% | +11.8% |
| YTD | +44.2% | -2.0% | +46.2% | +45.0% |
| 1Y | +59.6% | -0.8% | +60.4% | +60.1% |
| 3Y | +82.2% | +12.3% | +70.0% | +80.2% |
| 5Y | +115.6% | -15.4% | +131.0% | +109.6% |
| 10Y | +670.6% | +15.7% | +654.8% | +712.5% |
| All | +138.8% | +103.4% | +35.4% | +309.2% |
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