+182.1%
CLF vs VGT
+2,283.9%
-2,101.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | +7.6% | +1.0% | +6.6% | +6.1% |
| 30D | -1.2% | +1.3% | -2.5% | -3.1% |
| 3M | -13.4% | -1.1% | -12.2% | -13.6% |
| 6M | +15.4% | +32.6% | -17.2% | -22.5% |
| YTD | -5.9% | +29.0% | -34.9% | -34.8% |
| 1Y | +18.8% | +39.7% | -20.9% | -25.5% |
| 3Y | -19.4% | +120.9% | -140.3% | -74.3% |
| 5Y | -47.7% | +133.6% | -181.3% | -85.4% |
| 10Y | +130.4% | +792.6% | -662.2% | -93.4% |
| All | +182.1% | +2,283.9% | -2,101.8% | -98.2% |
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