+1,934.0%
VRT vs CLF
+27.2%
+1,906.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.7% |
| 7D | +10.5% | +10.4% | +0.1% | +7.6% |
| 30D | -9.3% | +0.6% | -9.9% | -9.4% |
| 3M | -29.6% | +4.1% | -33.7% | -30.6% |
| 6M | -45.4% | +15.1% | -60.5% | -48.2% |
| YTD | +24.8% | -4.7% | +29.6% | +22.4% |
| 1Y | +23.6% | +20.4% | +3.3% | +13.8% |
| 3Y | +379.7% | -23.4% | +403.1% | +359.2% |
| 5Y | +660.3% | -43.3% | +703.6% | +657.9% |
| All | +1,934.0% | +27.2% | +1,906.8% | +1,113.0% |
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