+1,024.4%
VRT vs CLX
-35.2%
+1,059.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +3.6% |
| 7D | +13.6% | -3.5% | +17.2% | +13.5% |
| 30D | +6.8% | -11.9% | +18.6% | +6.5% |
| 3M | -3.2% | -2.6% | -0.6% | -3.3% |
| 6M | +20.3% | -18.2% | +38.5% | +21.2% |
| YTD | +79.6% | -5.9% | +85.5% | +81.2% |
| 1Y | +139.0% | -23.8% | +162.8% | +142.9% |
| 3Y | +644.6% | -33.6% | +678.2% | +664.2% |
| 5Y | +1,024.4% | -35.7% | +1,060.0% | +981.2% |
| All | +1,024.4% | -35.2% | +1,059.5% | +981.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling