-15.3%
CLF vs VLTO
+56.3%
-71.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -9.1% | +1.6% | -10.7% | -9.5% |
| 30D | -0.9% | +22.0% | -22.9% | -6.8% |
| 3M | +3.0% | +21.9% | -18.9% | -3.2% |
| 6M | +16.7% | +36.5% | -19.8% | +4.8% |
| YTD | -3.2% | +19.0% | -22.1% | -8.0% |
| 1Y | +24.6% | +21.0% | +3.6% | +17.2% |
| 3Y | -22.3% | +69.9% | -92.2% | -33.8% |
| All | -15.3% | +56.3% | -71.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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