+74.6%
CLF vs VFC
-48.6%
+123.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.5% | -4.6% |
| 7D | +10.4% | +1.6% | +8.8% | +9.5% |
| 30D | +0.6% | +25.5% | -24.9% | -9.4% |
| 3M | +4.1% | +41.3% | -37.2% | -11.3% |
| 6M | +15.1% | +22.2% | -7.1% | +3.0% |
| YTD | -4.7% | +16.4% | -21.1% | -14.1% |
| 1Y | +20.4% | +38.4% | -18.1% | -0.3% |
| 3Y | -23.4% | +56.2% | -79.6% | -51.4% |
| 5Y | -43.3% | -68.2% | +24.9% | -5.8% |
| All | +74.6% | -48.6% | +123.3% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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