-4.4%
CLX vs VTEB
+17.9%
-22.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -5.7% | -0.9% | -4.8% | -5.2% |
| 30D | -17.0% | -2.5% | -14.5% | -15.9% |
| 3M | -9.7% | -3.0% | -6.7% | -8.2% |
| 6M | -19.8% | -2.1% | -17.7% | -18.9% |
| YTD | -9.8% | -1.5% | -8.4% | -9.0% |
| 1Y | -26.2% | +0.2% | -26.3% | -26.0% |
| 3Y | -36.2% | +8.6% | -44.7% | -38.1% |
| 5Y | -38.3% | +1.2% | -39.5% | -38.9% |
| All | -4.4% | +17.9% | -22.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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