+361.8%
VRT vs CLF
-33.4%
+395.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | -21.4% | -19.6% | -1.8% | -16.0% |
| 30D | -25.8% | -5.0% | -20.8% | -24.5% |
| 3M | -33.5% | -6.3% | -27.2% | -32.4% |
| 6M | -49.0% | +2.8% | -51.8% | -50.0% |
| YTD | +12.9% | -13.7% | +26.7% | +14.2% |
| 1Y | 0.0% | +13.6% | -13.6% | -6.3% |
| 3Y | +361.8% | -34.0% | +395.8% | +367.1% |
| All | +361.8% | -33.4% | +395.2% | +367.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling