-71.1%
FLNC vs VCLT
-15.4%
-55.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.1% | -8.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -20.0% | +0.1% | -20.1% | -20.0% |
| 3M | -56.9% | -2.9% | -54.0% | -54.4% |
| 6M | -35.5% | -4.0% | -31.6% | -30.4% |
| YTD | -48.8% | -2.2% | -46.6% | -46.5% |
| 1Y | +49.3% | -2.6% | +51.8% | +56.4% |
| 3Y | -61.8% | +12.3% | -74.1% | -66.8% |
| All | -71.1% | -15.4% | -55.7% | -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 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