+80.1%
CLF vs VFC
-44.8%
+124.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +5.8% |
| 7D | -14.1% | +7.7% | -21.8% | -16.9% |
| 30D | -5.5% | +39.2% | -44.7% | -18.7% |
| 3M | 0.0% | +40.3% | -40.3% | -14.5% |
| 6M | +11.3% | +11.4% | -0.1% | +3.7% |
| YTD | -7.7% | +17.5% | -25.2% | -17.0% |
| 1Y | +17.5% | +45.9% | -28.3% | -4.7% |
| 3Y | -25.4% | +47.3% | -72.7% | -51.0% |
| 5Y | -46.0% | -67.2% | +21.2% | -11.9% |
| 10Y | +80.1% | -46.1% | +126.2% | +105.0% |
| All | +80.1% | -44.8% | +124.9% | +105.0% |
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