+173.7%
VEA vs CLF
-61.2%
+234.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | +1.0% | +7.6% | -6.6% | -0.2% |
| 30D | +1.9% | -1.2% | +3.1% | +2.0% |
| 3M | +3.2% | -13.4% | +16.6% | +4.7% |
| 6M | +10.2% | +15.4% | -5.2% | +6.3% |
| YTD | +18.9% | -5.9% | +24.8% | +17.4% |
| 1Y | +29.3% | +18.8% | +10.5% | +21.2% |
| 3Y | +76.8% | -19.4% | +96.2% | +67.6% |
| 5Y | +61.2% | -47.7% | +109.0% | +57.6% |
| 10Y | +163.3% | +130.4% | +32.9% | +71.3% |
| All | +173.7% | -61.2% | +234.8% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling