+213.7%
VT vs CLX
+19.4%
+194.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -2.3% | +13.6% | -15.9% | -4.0% |
| 30D | -5.0% | +23.4% | -28.3% | -7.6% |
| 3M | -4.9% | -2.8% | -2.0% | -4.6% |
| 6M | -1.5% | +14.0% | -15.5% | -3.7% |
| YTD | +8.5% | +4.2% | +4.3% | +7.3% |
| 1Y | +11.4% | -1.2% | +12.5% | +10.9% |
| 3Y | +70.1% | -12.7% | +82.8% | +71.1% |
| 5Y | +53.7% | -26.5% | +80.2% | +56.4% |
| All | +213.7% | +19.4% | +194.3% | +185.5% |
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