+222.7%
VT vs CLX
+30.5%
+192.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +2.9% | +8.5% | -5.6% | +1.8% |
| 30D | -2.5% | +30.0% | -32.5% | -5.9% |
| 3M | -3.3% | +3.8% | -7.1% | -3.9% |
| 6M | +1.5% | +24.6% | -23.1% | -1.8% |
| YTD | +11.4% | +12.8% | -1.4% | +9.0% |
| 1Y | +11.9% | +8.6% | +3.3% | +10.0% |
| 3Y | +73.9% | -8.6% | +82.5% | +74.0% |
| 5Y | +57.9% | -21.8% | +79.6% | +59.4% |
| All | +222.7% | +30.5% | +192.2% | +189.3% |
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 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