+127.6%
CLF vs VGT
+797.7%
-670.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +1.5% | -4.1% | -4.1% |
| 30D | -3.2% | +0.5% | -3.7% | -3.8% |
| 3M | -5.0% | +5.3% | -10.2% | -10.5% |
| 6M | +26.6% | +32.4% | -5.8% | -5.4% |
| YTD | -9.0% | +28.6% | -37.5% | -30.1% |
| 1Y | +11.8% | +37.6% | -25.8% | -19.1% |
| 3Y | -15.1% | +125.5% | -140.6% | -62.9% |
| 5Y | -48.2% | +135.2% | -183.4% | -78.6% |
| 10Y | +127.6% | +812.9% | -685.3% | -79.9% |
| All | +127.6% | +797.7% | -670.1% | -79.9% |
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