+172.5%
VEA vs CLX
+154.2%
+18.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | +1.9% | -3.5% | +5.4% | +2.9% |
| 30D | +0.8% | -11.9% | +12.6% | +4.4% |
| 3M | +5.7% | -2.6% | +8.3% | +5.9% |
| 6M | +13.3% | -18.2% | +31.5% | +19.0% |
| YTD | +18.4% | -5.9% | +24.3% | +19.1% |
| 1Y | +27.0% | -23.8% | +50.8% | +35.7% |
| 3Y | +79.3% | -33.6% | +112.9% | +96.7% |
| 5Y | +62.1% | -35.7% | +97.8% | +74.8% |
| 10Y | +160.3% | -2.5% | +162.8% | +102.5% |
| All | +172.5% | +154.2% | +18.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling