-47.0%
CLF vs VGT
+133.4%
-180.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +6.5% | +1.8% | +4.7% | +4.6% |
| 30D | +0.2% | -0.3% | +0.6% | +0.5% |
| 3M | -3.1% | +3.4% | -6.4% | -6.8% |
| 6M | +25.0% | +35.0% | -10.0% | -7.0% |
| YTD | -7.5% | +28.8% | -36.2% | -28.1% |
| 1Y | +11.5% | +38.0% | -26.5% | -18.0% |
| 3Y | -13.7% | +125.8% | -139.5% | -59.7% |
| 5Y | -47.0% | +134.7% | -181.7% | -77.4% |
| All | -47.0% | +133.4% | -180.4% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling