-19.3%
CLF vs VLTO
+56.1%
-75.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.7% |
| 7D | -14.1% | +2.0% | -16.1% | -14.6% |
| 30D | -5.5% | +21.8% | -27.3% | -11.1% |
| 3M | 0.0% | +20.2% | -20.2% | -5.6% |
| 6M | +11.3% | +36.3% | -25.1% | 0.0% |
| YTD | -7.7% | +18.8% | -26.5% | -12.2% |
| 1Y | +17.5% | +20.4% | -2.9% | +10.8% |
| 3Y | -25.4% | +71.9% | -97.3% | -36.6% |
| All | -19.3% | +56.1% | -75.4% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling