+726.2%
FLEX vs VCLT
-15.1%
+741.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +7.0% | +0.3% | +6.7% | +6.7% |
| 30D | -5.8% | -0.6% | -5.2% | -5.5% |
| 3M | -24.2% | -2.2% | -22.0% | -22.9% |
| 6M | +90.8% | -2.9% | +93.7% | +95.5% |
| YTD | +89.2% | -2.1% | +91.2% | +92.9% |
| 1Y | +104.7% | -2.6% | +107.3% | +109.3% |
| 3Y | +478.1% | +12.5% | +465.6% | +441.0% |
| 5Y | +726.2% | -15.3% | +741.5% | +681.1% |
| All | +726.2% | -15.1% | +741.3% | +681.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling