+16.3%
VEA vs CLF
+27.9%
-11.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | 0.0% | +1.9% | -2.0% | -0.6% |
| 3M | -3.6% | +5.9% | -9.5% | -4.7% |
| 6M | -0.5% | +16.9% | -17.4% | -3.0% |
| YTD | +13.0% | -1.1% | +14.0% | +8.6% |
| 1Y | +16.3% | +28.8% | -12.5% | +7.9% |
| All | +16.3% | +27.9% | -11.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling