+30.6%
VCIT vs FLR
+10.4%
+20.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.1% | +5.1% | -5.0% | +0.1% |
| 30D | +1.1% | -0.5% | +1.6% | +1.1% |
| 3M | -1.4% | -3.5% | +2.1% | -1.3% |
| 6M | -2.3% | +16.5% | -18.8% | -2.5% |
| YTD | -1.8% | +27.3% | -29.1% | -2.1% |
| 1Y | -1.0% | +10.6% | -11.6% | -1.2% |
| 3Y | +19.3% | +39.4% | -20.1% | +18.5% |
| 5Y | +3.8% | +126.4% | -122.6% | +2.8% |
| 10Y | +30.6% | +8.4% | +22.2% | +27.2% |
| All | +30.6% | +10.4% | +20.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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