+49.7%
FLR vs VCLT
+103.4%
-53.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | +11.4% | -0.9% | +12.2% | +11.5% |
| 3M | +11.4% | -3.2% | +14.7% | +11.7% |
| 6M | +16.6% | -3.8% | +20.4% | +16.9% |
| YTD | +41.7% | -2.0% | +43.7% | +42.0% |
| 1Y | +35.4% | -0.8% | +36.2% | +35.6% |
| 3Y | +57.3% | +12.3% | +45.0% | +57.0% |
| 5Y | +241.0% | -15.4% | +256.4% | +225.7% |
| 10Y | +16.6% | +15.7% | +0.9% | +28.1% |
| All | +49.7% | +103.4% | -53.7% | +187.9% |
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