-42.1%
CLF vs VT
+60.6%
-102.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -12.2% |
| 7D | -7.9% | -0.3% | -7.6% | -7.8% |
| 30D | +5.2% | -1.4% | +6.7% | +7.7% |
| 3M | +4.3% | -1.4% | +5.7% | +6.6% |
| 6M | +25.3% | +5.5% | +19.8% | +14.3% |
| YTD | -3.3% | +12.8% | -16.1% | -21.5% |
| 1Y | +20.2% | +15.4% | +4.8% | -6.1% |
| 3Y | -25.0% | +76.9% | -101.9% | -69.9% |
| 5Y | -42.1% | +60.4% | -102.5% | -72.8% |
| All | -42.1% | +60.6% | -102.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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