+1,086.7%
FLEX vs VCLT
+16.9%
+1,069.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +6.4% | 0.0% | +6.3% | +6.3% |
| 30D | -5.9% | +0.1% | -6.0% | -6.0% |
| 3M | -23.5% | -2.9% | -20.6% | -22.1% |
| 6M | +83.7% | -4.0% | +87.7% | +88.4% |
| YTD | +86.5% | -2.2% | +88.7% | +89.6% |
| 1Y | +100.5% | -2.6% | +103.1% | +104.2% |
| 3Y | +469.8% | +12.3% | +457.6% | +440.4% |
| 5Y | +725.7% | -16.4% | +742.0% | +770.5% |
| 10Y | +1,086.7% | +18.1% | +1,068.6% | +1,119.5% |
| All | +1,086.7% | +16.9% | +1,069.8% | +1,119.5% |
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