+644.6%
VRT vs CLX
-34.1%
+678.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +3.3% |
| 7D | +13.6% | -3.5% | +17.2% | +12.8% |
| 30D | +6.8% | -11.9% | +18.6% | +4.0% |
| 3M | -3.2% | -2.6% | -0.6% | -3.2% |
| 6M | +20.3% | -18.2% | +38.5% | +17.9% |
| YTD | +79.6% | -5.9% | +85.5% | +83.6% |
| 1Y | +139.0% | -23.8% | +162.8% | +134.8% |
| 3Y | +644.6% | -33.6% | +678.2% | +744.3% |
| All | +644.6% | -34.1% | +678.7% | +744.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling