-84.3%
CLF vs VT
+356.1%
-440.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.0% |
| 7D | +1.7% | -1.6% | +3.3% | +4.8% |
| 30D | +24.9% | -2.5% | +27.4% | +31.1% |
| 3M | +26.0% | -1.3% | +27.3% | +29.5% |
| 6M | +34.5% | +3.1% | +31.4% | +28.0% |
| YTD | +6.5% | +10.9% | -4.5% | -11.5% |
| 1Y | +19.1% | +12.1% | +7.1% | -2.4% |
| 3Y | -17.4% | +73.9% | -91.3% | -69.0% |
| 5Y | -37.6% | +58.0% | -95.5% | -71.0% |
| 10Y | +167.1% | +225.5% | -58.3% | -64.9% |
| All | -84.3% | +356.1% | -440.4% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling