-25.8%
CLF vs VLTO
+54.1%
-79.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.1% |
| 7D | -21.0% | +12.0% | -33.0% | -23.6% |
| 30D | -8.0% | +20.8% | -28.8% | -13.2% |
| 3M | -10.9% | +20.1% | -31.0% | -16.0% |
| 6M | +5.8% | +32.6% | -26.8% | -4.1% |
| YTD | -15.1% | +17.3% | -32.4% | -19.0% |
| 1Y | +7.2% | +17.3% | -10.1% | +2.1% |
| 3Y | -34.2% | +66.9% | -101.1% | -43.5% |
| All | -25.8% | +54.1% | -79.9% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling