+614.8%
FLEX vs VCIT
+31.0%
+583.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -3.8% |
| 7D | +7.5% | -1.4% | +8.9% | +9.2% |
| 30D | -25.3% | +0.6% | -25.9% | -26.0% |
| 3M | -39.7% | -2.2% | -37.5% | -38.3% |
| 6M | -47.9% | -2.3% | -45.5% | -46.5% |
| YTD | +24.1% | -2.2% | +26.3% | +27.6% |
| 1Y | +26.0% | -1.4% | +27.3% | +28.5% |
| 3Y | +282.7% | +18.7% | +263.9% | +224.3% |
| 5Y | +424.2% | +3.6% | +420.6% | +394.5% |
| All | +614.8% | +31.0% | +583.8% | +641.2% |
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