-16.0%
CLF vs VTEB
+8.2%
-24.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -3.7% | -1.2% | -2.4% | -3.2% |
| 30D | -4.7% | -2.9% | -1.8% | -3.6% |
| 3M | -4.7% | -3.2% | -1.5% | -3.5% |
| 6M | +24.0% | -2.6% | +26.6% | +25.3% |
| YTD | -10.9% | -1.8% | -9.1% | -10.1% |
| 1Y | +4.0% | +0.2% | +3.8% | +5.0% |
| All | -16.0% | +8.2% | -24.2% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling