+1,934.0%
VRT vs CLX
+3.5%
+1,930.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.6% |
| 7D | +10.5% | +9.5% | +1.0% | +10.7% |
| 30D | -9.3% | +30.7% | -40.0% | -8.7% |
| 3M | -29.6% | +4.2% | -33.8% | -29.4% |
| 6M | -45.4% | +22.1% | -67.5% | -45.1% |
| YTD | +24.8% | +14.1% | +10.7% | +26.1% |
| 1Y | +23.6% | +10.3% | +13.3% | +24.9% |
| 3Y | +379.7% | -7.8% | +387.5% | +381.7% |
| 5Y | +660.3% | -20.8% | +681.2% | +660.9% |
| All | +1,934.0% | +3.5% | +1,930.5% | +1,889.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling