+60.9%
VEA vs CLF
-47.6%
+108.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +0.4% | -3.2% | +3.6% | +0.7% |
| 3M | +4.8% | -5.0% | +9.8% | +4.9% |
| 6M | +11.3% | +26.6% | -15.3% | +6.9% |
| YTD | +17.4% | -9.0% | +26.3% | +16.6% |
| 1Y | +26.2% | +11.8% | +14.4% | +20.5% |
| 3Y | +77.7% | -15.1% | +92.8% | +69.2% |
| 5Y | +60.9% | -48.2% | +109.1% | +58.9% |
| All | +60.9% | -47.6% | +108.5% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling