-51.4%
CLOV vs VT
+135.3%
-186.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.1% |
| 7D | +2.9% | +2.4% | +0.6% | -1.0% |
| 30D | +3.5% | -1.5% | +5.1% | +6.2% |
| 3M | +10.5% | -4.1% | +14.6% | +18.1% |
| 6M | +39.7% | +0.6% | +39.2% | +37.4% |
| YTD | +111.1% | +11.0% | +100.0% | +75.6% |
| 1Y | +100.8% | +13.3% | +87.5% | +61.9% |
| 3Y | +451.7% | +73.4% | +378.3% | +108.1% |
| 5Y | -30.7% | +57.4% | -88.2% | -67.7% |
| All | -51.4% | +135.3% | -186.7% | -82.6% |
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