+626.9%
FLEX vs VCLT
+20.7%
+606.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.1% |
| 7D | -13.6% | +0.2% | -13.9% | -13.8% |
| 30D | -36.5% | +2.3% | -38.8% | -37.4% |
| 3M | -36.4% | -1.1% | -35.4% | -36.2% |
| 6M | -46.5% | -4.2% | -42.3% | -45.2% |
| YTD | +25.9% | -3.4% | +29.3% | +28.7% |
| 1Y | +19.6% | -3.8% | +23.3% | +22.5% |
| 3Y | +287.0% | +14.7% | +272.3% | +263.0% |
| 5Y | +466.6% | -16.7% | +483.3% | +500.0% |
| 10Y | +626.9% | +20.5% | +606.4% | +660.0% |
| All | +626.9% | +20.7% | +606.3% | +660.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling