-9.3%
FLUT vs VCLT
+17.1%
-26.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | +2.5% | -1.2% | +3.7% | +2.9% |
| 3M | -9.2% | -4.8% | -4.5% | -7.9% |
| 6M | -8.2% | -2.6% | -5.7% | -7.5% |
| YTD | -53.2% | -3.3% | -49.9% | -52.8% |
| 1Y | -65.6% | -4.8% | -60.8% | -65.1% |
| 3Y | -43.6% | +11.5% | -55.1% | -45.3% |
| 5Y | -50.3% | -17.0% | -33.3% | -51.6% |
| All | -9.3% | +17.1% | -26.4% | -10.7% |
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