+1,251.7%
FLEX vs VCLT
+100.6%
+1,151.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -13.6% | +0.2% | -13.9% | -13.7% |
| 30D | -36.5% | +2.3% | -38.8% | -36.9% |
| 3M | -36.4% | -1.1% | -35.4% | -36.3% |
| 6M | -46.5% | -4.2% | -42.3% | -46.0% |
| YTD | +25.9% | -3.4% | +29.3% | +27.0% |
| 1Y | +19.6% | -3.8% | +23.3% | +20.7% |
| 3Y | +287.0% | +14.7% | +272.3% | +281.0% |
| 5Y | +466.6% | -16.7% | +483.3% | +453.5% |
| 10Y | +626.9% | +20.5% | +606.4% | +706.3% |
| All | +1,251.7% | +100.6% | +1,151.1% | +2,285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling