+73.0%
VEA vs CLF
-21.8%
+94.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.2% |
| 7D | 0.0% | -9.1% | +9.0% | +0.7% |
| 30D | -1.4% | -0.9% | -0.5% | -1.7% |
| 3M | -4.1% | +3.0% | -7.1% | -4.9% |
| 6M | -1.3% | +16.7% | -18.0% | -3.7% |
| YTD | +12.1% | -3.2% | +15.2% | +10.2% |
| 1Y | +16.1% | +24.6% | -8.6% | +11.4% |
| 3Y | +73.0% | -22.3% | +95.3% | +67.7% |
| All | +73.0% | -21.8% | +94.8% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling