+2,545.5%
VRT vs CLX
-16.5%
+2,562.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -9.6% |
| 7D | +2.4% | -4.9% | +7.3% | +2.3% |
| 30D | -2.7% | -15.8% | +13.1% | -2.9% |
| 3M | -9.2% | -7.9% | -1.2% | -9.2% |
| 6M | -0.5% | -19.0% | +18.5% | -0.2% |
| YTD | +62.3% | -7.9% | +70.3% | +63.1% |
| 1Y | +109.6% | -25.4% | +134.9% | +111.3% |
| 3Y | +573.1% | -35.0% | +608.1% | +581.0% |
| 5Y | +953.6% | -36.8% | +990.4% | +948.5% |
| All | +2,545.5% | -16.5% | +2,562.0% | +2,473.9% |
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