-49.6%
CLF vs VT
+53.2%
-102.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.2% | -4.9% |
| 7D | -21.0% | -4.2% | -16.8% | -14.6% |
| 30D | -8.0% | -5.8% | -2.2% | +2.6% |
| 3M | -10.9% | -5.2% | -5.7% | -1.6% |
| 6M | +5.8% | +0.1% | +5.7% | +6.5% |
| YTD | -15.1% | +8.2% | -23.4% | -25.4% |
| 1Y | +7.2% | +10.1% | -2.9% | -8.3% |
| 3Y | -34.2% | +69.7% | -103.8% | -71.4% |
| 5Y | -49.6% | +53.4% | -103.0% | -74.2% |
| All | -49.6% | +53.2% | -102.8% | -74.2% |
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