+79.3%
VEA vs CLF
-14.9%
+94.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +1.9% | +6.5% | -4.6% | +1.2% |
| 30D | +0.8% | +0.2% | +0.5% | +0.7% |
| 3M | +5.7% | -3.1% | +8.8% | +5.6% |
| 6M | +13.3% | +25.0% | -11.7% | +10.1% |
| YTD | +18.4% | -7.5% | +25.9% | +17.5% |
| 1Y | +27.0% | +11.5% | +15.4% | +22.7% |
| 3Y | +79.3% | -13.7% | +93.0% | +71.2% |
| All | +79.3% | -14.9% | +94.2% | +71.2% |
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