+12.9%
CLOB vs VT
+31.7%
-18.9%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.3% |
| 7D | -0.7% | -4.2% | +3.5% | -0.2% |
| 30D | -0.3% | -5.8% | +5.5% | +0.4% |
| 3M | +0.1% | -5.2% | +5.4% | +0.7% |
| 6M | +1.1% | +0.1% | +1.0% | +1.0% |
| YTD | +2.7% | +8.2% | -5.6% | +1.5% |
| 1Y | +3.6% | +10.1% | -6.5% | +2.1% |
| All | +12.9% | +31.7% | -18.9% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling