-25.4%
CLF vs VGT
+107.7%
-133.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.2% | +3.8% | +3.7% |
| 7D | -14.1% | -1.6% | -12.5% | -12.2% |
| 30D | -5.5% | -12.5% | +7.0% | +8.5% |
| 3M | 0.0% | -7.7% | +7.7% | +8.8% |
| 6M | +11.3% | -0.2% | +11.4% | +10.8% |
| YTD | -7.7% | +19.3% | -26.9% | -23.7% |
| 1Y | +17.5% | +18.2% | -0.6% | -2.0% |
| 3Y | -25.4% | +109.6% | -135.1% | -58.7% |
| All | -25.4% | +107.7% | -133.1% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling