+449.4%
FLEX vs VCLT
+13.1%
+436.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.4% |
| 30D | -10.1% | -0.9% | -9.3% | -9.5% |
| 3M | -31.3% | -3.2% | -28.1% | -29.2% |
| 6M | +71.3% | -3.8% | +75.1% | +77.4% |
| YTD | +81.2% | -2.0% | +83.3% | +85.5% |
| 1Y | +98.5% | -0.8% | +99.3% | +101.7% |
| All | +449.4% | +13.1% | +436.3% | +414.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling