+120.3%
CLF vs VTV
+232.1%
-111.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -0.9% |
| 7D | -3.7% | -2.1% | -1.6% | +0.1% |
| 30D | -4.7% | -1.3% | -3.3% | -2.3% |
| 3M | -4.7% | +5.6% | -10.3% | -13.2% |
| 6M | +24.0% | +12.4% | +11.6% | +1.7% |
| YTD | -10.9% | +17.6% | -28.6% | -32.3% |
| 1Y | +4.0% | +23.5% | -19.5% | -27.1% |
| 3Y | -16.9% | +67.0% | -83.9% | -64.6% |
| 5Y | -49.3% | +80.5% | -129.9% | -80.2% |
| All | +120.3% | +232.1% | -111.8% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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