+15.5%
CLX vs VTEB
+26.0%
-10.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -4.9% | -0.7% | -4.2% | -4.6% |
| 30D | -15.8% | -2.1% | -13.7% | -14.9% |
| 3M | -7.9% | -2.7% | -5.3% | -6.6% |
| 6M | -19.0% | -2.1% | -16.9% | -18.1% |
| YTD | -7.9% | -1.1% | -6.8% | -7.3% |
| 1Y | -25.4% | +1.3% | -26.7% | -25.6% |
| 3Y | -35.0% | +9.0% | -44.0% | -37.1% |
| 5Y | -36.8% | +1.5% | -38.3% | -37.4% |
| 10Y | -1.4% | +18.5% | -19.9% | -4.6% |
| All | +15.5% | +26.0% | -10.5% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling