-99.2%
CLIK vs VT
+35.9%
-135.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -5.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.7% |
| 30D | -37.5% | -2.6% | -34.9% | -35.1% |
| 3M | -51.5% | -3.2% | -48.3% | -49.2% |
| 6M | -70.0% | +0.9% | -70.9% | -70.5% |
| YTD | -87.3% | +11.3% | -98.6% | -89.4% |
| 1Y | -90.3% | +14.0% | -104.3% | -92.3% |
| All | -99.2% | +35.9% | -135.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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