-52.7%
CLOV vs VT
+129.9%
-182.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.2% |
| 7D | +8.1% | -2.3% | +10.4% | +12.3% |
| 30D | +5.7% | -5.0% | +10.7% | +14.9% |
| 3M | +3.4% | -4.9% | +8.3% | +12.2% |
| 6M | +79.9% | -1.5% | +81.4% | +83.3% |
| YTD | +105.1% | +8.5% | +96.6% | +77.4% |
| 1Y | +84.7% | +11.4% | +73.3% | +53.1% |
| 3Y | +326.5% | +70.1% | +256.5% | +66.0% |
| 5Y | -38.8% | +53.7% | -92.5% | -70.3% |
| All | -52.7% | +129.9% | -182.6% | -82.4% |
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