+359.3%
VRT vs CLX
-14.7%
+374.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | -21.4% | +13.6% | -34.9% | -18.8% |
| 30D | -25.8% | +23.4% | -49.2% | -21.8% |
| 3M | -33.5% | -2.8% | -30.7% | -33.7% |
| 6M | -49.0% | +14.0% | -63.0% | -47.0% |
| YTD | +12.9% | +4.2% | +8.8% | +19.3% |
| 1Y | 0.0% | -1.2% | +1.2% | +4.4% |
| All | +359.3% | -14.7% | +374.0% | +377.8% |
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 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