+800.0%
VGT vs CLX
-3.7%
+803.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -0.2% | -5.7% | +5.5% | +0.6% |
| 30D | -0.4% | -17.0% | +16.6% | +1.9% |
| 3M | +4.4% | -9.7% | +14.1% | +5.6% |
| 6M | +32.1% | -19.8% | +51.9% | +35.6% |
| YTD | +28.8% | -9.8% | +38.6% | +29.5% |
| 1Y | +35.3% | -26.2% | +61.5% | +40.4% |
| 3Y | +124.8% | -36.2% | +160.9% | +136.8% |
| 5Y | +137.9% | -38.3% | +176.3% | +147.9% |
| All | +800.0% | -3.7% | +803.6% | +723.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling