+2,723.0%
VRT vs CLX
-13.3%
+2,736.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.3% |
| 7D | +9.1% | -9.2% | +18.4% | +8.9% |
| 30D | +0.9% | -11.0% | +12.0% | +0.7% |
| 3M | -13.4% | +5.0% | -18.4% | -13.5% |
| 6M | +11.7% | -18.8% | +30.5% | +12.2% |
| YTD | +73.2% | -4.4% | +77.6% | +74.1% |
| 1Y | +123.4% | -21.9% | +145.3% | +125.3% |
| 3Y | +606.2% | -32.8% | +638.9% | +615.2% |
| 5Y | +899.9% | -34.6% | +934.5% | +895.7% |
| All | +2,723.0% | -13.3% | +2,736.3% | +2,648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling