+304.3%
CLF vs VTEB
+26.6%
+277.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | -0.2% | +6.7% | +6.7% |
| 30D | +0.2% | -1.6% | +1.8% | +2.0% |
| 3M | -3.1% | -2.0% | -1.1% | -1.1% |
| 6M | +25.0% | -1.7% | +26.7% | +27.5% |
| YTD | -7.5% | -0.6% | -6.9% | -6.8% |
| 1Y | +11.5% | +1.8% | +9.7% | +9.7% |
| 3Y | -13.7% | +9.6% | -23.3% | -22.4% |
| 5Y | -47.0% | +2.1% | -49.0% | -48.7% |
| 10Y | +116.3% | +18.9% | +97.4% | +156.5% |
| All | +304.3% | +26.6% | +277.7% | +451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling