+161.1%
VEA vs CLF
+83.8%
+77.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -1.3% | +2.3% | -3.6% | -1.7% |
| 30D | 0.0% | +1.9% | -2.0% | -0.8% |
| 3M | -3.6% | +5.9% | -9.5% | -5.1% |
| 6M | -0.5% | +16.9% | -17.4% | -4.0% |
| YTD | +13.0% | -1.1% | +14.0% | +10.3% |
| 1Y | +16.3% | +28.8% | -12.5% | +9.3% |
| 3Y | +74.4% | -20.6% | +95.0% | +66.8% |
| 5Y | +55.8% | -41.5% | +97.4% | +50.5% |
| 10Y | +161.1% | +87.5% | +73.6% | +90.5% |
| All | +161.1% | +83.8% | +77.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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