-47.0%
CLF vs VTR
+91.4%
-138.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +6.5% | -2.4% | +8.9% | +7.5% |
| 30D | +0.2% | -3.7% | +4.0% | +1.5% |
| 3M | -3.1% | +13.5% | -16.6% | -8.4% |
| 6M | +25.0% | +7.2% | +17.8% | +20.6% |
| YTD | -7.5% | +17.6% | -25.0% | -14.1% |
| 1Y | +11.5% | +35.4% | -23.9% | -3.1% |
| 3Y | -13.7% | +132.8% | -146.5% | -46.3% |
| 5Y | -47.0% | +88.7% | -135.6% | -65.7% |
| All | -47.0% | +91.4% | -138.4% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling