+22.4%
CLOX vs VT
+61.4%
-39.0%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.3% | +2.5% | +0.2% |
| 30D | +0.5% | -5.0% | +5.4% | +0.7% |
| 3M | +1.5% | -4.9% | +6.3% | +1.7% |
| 6M | +2.4% | -1.5% | +4.0% | +2.5% |
| YTD | +4.2% | +8.5% | -4.3% | +3.6% |
| 1Y | +5.0% | +11.4% | -6.4% | +4.3% |
| 3Y | +19.4% | +70.1% | -50.6% | +16.4% |
| All | +22.4% | +61.4% | -39.0% | +19.6% |
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