-51.3%
CLOV vs VT
+137.4%
-188.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -1.0% |
| 7D | +6.0% | -0.7% | +6.7% | +7.0% |
| 30D | +4.0% | -1.7% | +5.7% | +7.0% |
| 3M | +13.2% | -2.3% | +15.5% | +17.5% |
| 6M | +55.3% | +1.5% | +53.8% | +50.5% |
| YTD | +111.5% | +12.0% | +99.4% | +73.5% |
| 1Y | +94.9% | +12.9% | +82.0% | +58.3% |
| 3Y | +450.4% | +74.9% | +375.4% | +104.6% |
| 5Y | -30.5% | +59.9% | -90.4% | -68.3% |
| All | -51.3% | +137.4% | -188.7% | -82.8% |
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