+626.9%
FLEX vs VCIT
+30.3%
+596.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -1.9% |
| 7D | -13.6% | +0.1% | -13.7% | -13.8% |
| 30D | -36.5% | +1.1% | -37.6% | -37.5% |
| 3M | -36.4% | -1.4% | -35.1% | -35.6% |
| 6M | -46.5% | -2.3% | -44.2% | -45.0% |
| YTD | +25.9% | -1.8% | +27.7% | +29.0% |
| 1Y | +19.6% | -1.0% | +20.6% | +21.5% |
| 3Y | +287.0% | +19.3% | +267.8% | +226.5% |
| 5Y | +466.6% | +3.8% | +462.8% | +433.2% |
| 10Y | +626.9% | +30.6% | +596.4% | +658.2% |
| All | +626.9% | +30.3% | +596.7% | +658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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