+241.2%
FLEX vs VCIT
+19.8%
+221.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.9% |
| 7D | -28.3% | +0.5% | -28.8% | -28.9% |
| 30D | -45.0% | +2.1% | -47.1% | -47.0% |
| 3M | -45.2% | -1.6% | -43.7% | -43.8% |
| 6M | -30.8% | -1.6% | -29.2% | -28.6% |
| YTD | +10.4% | -1.5% | +12.0% | +13.8% |
| 1Y | +2.3% | -0.4% | +2.6% | +4.4% |
| All | +241.2% | +19.8% | +221.4% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling