+2,263.1%
VGT vs CLX
+258.3%
+2,004.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +1.8% | -3.5% | +5.4% | +2.9% |
| 30D | -0.3% | -11.9% | +11.5% | +3.1% |
| 3M | +3.4% | -2.6% | +6.0% | +3.5% |
| 6M | +35.0% | -18.2% | +53.1% | +41.3% |
| YTD | +28.8% | -5.9% | +34.7% | +28.8% |
| 1Y | +38.0% | -23.8% | +61.8% | +46.8% |
| 3Y | +125.8% | -33.6% | +159.4% | +146.2% |
| 5Y | +134.7% | -35.7% | +170.4% | +151.5% |
| 10Y | +792.6% | -2.5% | +795.1% | +637.4% |
| All | +2,263.1% | +258.3% | +2,004.8% | +917.4% |
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