+16.8%
FLR vs VCLT
+17.1%
-0.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.5% | -1.4% | -2.1% | -3.0% |
| 30D | +4.2% | -1.2% | +5.3% | +4.6% |
| 3M | +8.1% | -4.8% | +12.8% | +10.2% |
| 6M | +21.5% | -2.6% | +24.1% | +23.0% |
| YTD | +36.8% | -3.3% | +40.1% | +38.8% |
| 1Y | +31.2% | -4.8% | +36.0% | +33.9% |
| 3Y | +53.9% | +11.5% | +42.4% | +48.2% |
| 5Y | +243.0% | -17.0% | +260.0% | +253.6% |
| All | +16.8% | +17.1% | -0.3% | +37.3% |
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 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