+1,000.1%
FLEX vs VCIT
+29.2%
+970.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -0.3% | -0.5% | -0.5% |
| 30D | -10.1% | -0.8% | -9.4% | -9.4% |
| 3M | -31.3% | -1.0% | -30.3% | -30.5% |
| 6M | +71.3% | -1.8% | +73.1% | +75.5% |
| YTD | +81.2% | -0.7% | +81.9% | +83.7% |
| 1Y | +98.5% | +1.0% | +97.5% | +97.9% |
| 3Y | +428.2% | +18.8% | +409.4% | +347.8% |
| 5Y | +657.3% | +3.5% | +653.8% | +613.9% |
| All | +1,000.1% | +29.2% | +970.9% | +1,030.0% |
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