+74.6%
CLF vs VTEB
+23.2%
+51.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.9% |
| 7D | +10.4% | -1.2% | +11.6% | +11.9% |
| 30D | +0.6% | +2.5% | -1.9% | -2.6% |
| 3M | +4.1% | -1.7% | +5.8% | +6.0% |
| 6M | +15.1% | -1.2% | +16.3% | +16.7% |
| YTD | -4.7% | -0.5% | -4.3% | -4.2% |
| 1Y | +20.4% | -0.1% | +20.4% | +20.5% |
| 3Y | -23.4% | +10.5% | -33.8% | -32.8% |
| 5Y | -43.3% | +2.6% | -45.8% | -45.6% |
| All | +74.6% | +23.2% | +51.5% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling