+1,917.9%
VRT vs CLF
+23.3%
+1,894.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.0% | +2.6% | +7.7% |
| 7D | -10.6% | -14.1% | +3.5% | -6.3% |
| 30D | -17.4% | -5.5% | -11.9% | -16.0% |
| 3M | -26.4% | 0.0% | -26.4% | -26.6% |
| 6M | -41.0% | +11.3% | -52.3% | -43.5% |
| YTD | +23.8% | -7.7% | +31.5% | +22.6% |
| 1Y | +11.6% | +17.5% | -5.9% | +3.4% |
| 3Y | +403.5% | -25.4% | +428.9% | +385.9% |
| 5Y | +647.0% | -46.0% | +693.0% | +654.1% |
| All | +1,917.9% | +23.3% | +1,894.6% | +1,114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling