+86.1%
FLEX vs VCLT
-3.8%
+89.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -1.6% |
| 7D | +0.1% | -1.3% | +1.4% | +3.1% |
| 30D | -11.8% | -1.1% | -10.6% | -9.7% |
| 3M | -22.6% | -3.7% | -18.9% | -15.3% |
| 6M | +77.3% | -4.0% | +81.3% | +94.0% |
| YTD | +78.8% | -3.4% | +82.1% | +94.3% |
| 1Y | +86.1% | -4.1% | +90.2% | +105.5% |
| All | +86.1% | -3.8% | +89.9% | +105.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling