+644.7%
FLEX vs VCLT
+22.0%
+622.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | +17.1% | -1.9% | +19.0% | +18.3% |
| 30D | -29.5% | +1.4% | -31.0% | -30.2% |
| 3M | -37.3% | -1.8% | -35.5% | -36.8% |
| 6M | -44.1% | -3.9% | -40.2% | -42.8% |
| YTD | +29.3% | -3.9% | +33.2% | +32.5% |
| 1Y | +24.2% | -4.7% | +28.9% | +27.8% |
| 3Y | +297.3% | +14.1% | +283.3% | +273.8% |
| 5Y | +446.2% | -16.6% | +462.8% | +478.8% |
| All | +644.7% | +22.0% | +622.7% | +664.4% |
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