+190.2%
CLF vs VGT
+2,075.1%
-1,884.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +6.7% |
| 7D | -9.1% | -4.1% | -4.9% | -3.3% |
| 30D | -0.9% | -13.6% | +12.7% | +20.9% |
| 3M | +3.0% | -8.0% | +10.9% | +15.1% |
| 6M | +16.7% | -1.5% | +18.2% | +17.0% |
| YTD | -3.2% | +17.7% | -20.9% | -24.1% |
| 1Y | +24.6% | +13.8% | +10.8% | +2.3% |
| 3Y | -22.3% | +101.6% | -123.9% | -71.8% |
| 5Y | -41.2% | +106.7% | -147.9% | -80.5% |
| 10Y | +83.5% | +717.0% | -633.5% | -94.1% |
| All | +190.2% | +2,075.1% | -1,884.9% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling