+74.6%
CLF vs VTR
+130.3%
-55.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | +0.6% | +5.5% | -4.9% | -2.3% |
| 3M | +4.1% | -0.9% | +5.0% | +3.7% |
| 6M | +15.1% | -0.4% | +15.5% | +13.5% |
| YTD | -4.7% | +17.0% | -21.8% | -12.9% |
| 1Y | +20.4% | +18.0% | +2.4% | +9.5% |
| 3Y | -23.4% | +127.4% | -150.7% | -50.8% |
| 5Y | -43.3% | +92.3% | -135.5% | -60.7% |
| All | +74.6% | +130.3% | -55.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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