+59.4%
VEA vs CLX
-37.2%
+96.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.1% | -5.9% | +3.8% | -1.4% |
| 30D | -1.1% | -17.0% | +16.0% | +0.9% |
| 3M | +5.1% | -9.6% | +14.6% | +6.1% |
| 6M | +9.8% | -21.5% | +31.3% | +12.4% |
| YTD | +15.9% | -8.8% | +24.7% | +16.9% |
| 1Y | +24.6% | -24.7% | +49.2% | +28.0% |
| 3Y | +75.5% | -35.6% | +111.2% | +82.4% |
| 5Y | +59.4% | -37.6% | +97.0% | +61.5% |
| All | +59.4% | -37.2% | +96.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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