-34.0%
CLF vs VLTO
+69.5%
-103.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -19.6% | +5.4% | -25.0% | -20.8% |
| 30D | -5.0% | +22.3% | -27.3% | -10.8% |
| 3M | -6.3% | +19.6% | -25.9% | -11.6% |
| 6M | +2.8% | +35.2% | -32.4% | -7.8% |
| YTD | -13.7% | +17.9% | -31.6% | -17.7% |
| 1Y | +13.6% | +19.5% | -5.9% | +7.3% |
| 3Y | -34.0% | +73.9% | -107.9% | -42.5% |
| All | -34.0% | +69.5% | -103.5% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling