-71.6%
FLNC vs VCLT
-16.3%
-55.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | -4.1% | -1.4% | -2.7% | -1.8% |
| 30D | -24.8% | -1.2% | -23.6% | -23.1% |
| 3M | -59.1% | -4.8% | -54.3% | -55.4% |
| 6M | -42.0% | -2.6% | -39.4% | -38.5% |
| YTD | -49.8% | -3.3% | -46.5% | -46.5% |
| 1Y | +43.1% | -4.8% | +47.9% | +55.9% |
| 3Y | -61.0% | +11.5% | -72.5% | -65.6% |
| All | -71.6% | -16.3% | -55.3% | -68.4% |
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