+1,855.0%
VRT vs CLX
+0.8%
+1,854.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.1% |
| 7D | -17.7% | +13.6% | -31.3% | -17.4% |
| 30D | -20.0% | +29.1% | -49.1% | -19.5% |
| 3M | -28.1% | +1.6% | -29.7% | -27.9% |
| 6M | -42.8% | +18.7% | -61.6% | -42.6% |
| YTD | +20.0% | +11.1% | +8.9% | +21.1% |
| 1Y | +3.5% | +7.0% | -3.5% | +4.6% |
| 3Y | +366.1% | -10.0% | +376.1% | +367.7% |
| 5Y | +632.2% | -22.6% | +654.8% | +632.3% |
| All | +1,855.0% | +0.8% | +1,854.2% | +1,811.4% |
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