-56.1%
CLOV vs VT
+129.3%
-185.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +2.0% |
| 7D | -2.2% | -4.2% | +2.0% | +4.8% |
| 30D | -2.6% | -5.8% | +3.2% | +7.3% |
| 3M | +8.2% | -5.2% | +13.5% | +18.0% |
| 6M | +71.6% | +0.1% | +71.5% | +70.1% |
| YTD | +90.6% | +8.2% | +82.4% | +65.4% |
| 1Y | +51.1% | +10.1% | +41.0% | +27.8% |
| 3Y | +311.0% | +69.7% | +241.3% | +60.6% |
| 5Y | -43.1% | +53.4% | -96.4% | -72.3% |
| All | -56.1% | +129.3% | -185.4% | -83.6% |
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