+74.6%
CLF vs VGT
+716.3%
-641.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -1.5% |
| 7D | +10.4% | +2.5% | +7.9% | +7.7% |
| 30D | +0.6% | -9.5% | +10.1% | +11.7% |
| 3M | +4.1% | -9.5% | +13.6% | +15.6% |
| 6M | +15.1% | -1.8% | +16.9% | +16.6% |
| YTD | -4.7% | +18.4% | -23.1% | -20.2% |
| 1Y | +20.4% | +18.7% | +1.6% | +0.5% |
| 3Y | -23.4% | +103.8% | -127.2% | -62.7% |
| 5Y | -43.3% | +104.4% | -147.6% | -72.7% |
| All | +74.6% | +716.3% | -641.6% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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