+905.2%
VRT vs CLF
-47.7%
+953.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.8% |
| 7D | +9.1% | +7.6% | +1.5% | +6.5% |
| 30D | +0.9% | -1.2% | +2.1% | +1.1% |
| 3M | -13.4% | -13.4% | 0.0% | -10.3% |
| 6M | +11.7% | +15.4% | -3.7% | +4.1% |
| YTD | +73.2% | -5.9% | +79.1% | +70.1% |
| 1Y | +123.4% | +18.8% | +104.6% | +97.1% |
| 3Y | +606.2% | -19.4% | +625.6% | +555.8% |
| All | +905.2% | -47.7% | +953.0% | +868.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling