+15.5%
CLIP vs VT
+72.5%
-56.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | 0.0% | -2.5% | +2.5% | 0.0% |
| 3M | +0.3% | -1.3% | +1.6% | +0.3% |
| 6M | +1.2% | +3.1% | -1.9% | +1.2% |
| YTD | +2.4% | +10.9% | -8.5% | +2.5% |
| 1Y | +3.1% | +12.1% | -9.0% | +3.1% |
| 3Y | +13.3% | +73.9% | -60.6% | +13.4% |
| All | +15.5% | +72.5% | -56.9% | +15.6% |
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