+55.7%
FLR vs VCLT
+12.6%
+43.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | +10.8% | -2.9% | +13.7% | +13.0% |
| 6M | +19.7% | -4.0% | +23.6% | +22.7% |
| YTD | +38.4% | -2.2% | +40.6% | +40.7% |
| 1Y | +34.7% | -2.6% | +37.3% | +37.3% |
| All | +55.7% | +12.6% | +43.1% | +45.3% |
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