+219.2%
VT vs CLX
+26.5%
+192.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.1% | +13.6% | -13.8% | -1.8% |
| 30D | -3.1% | +29.1% | -32.1% | -6.3% |
| 3M | -3.5% | +1.6% | -5.1% | -3.8% |
| 6M | +0.5% | +18.7% | -18.3% | -2.2% |
| YTD | +10.8% | +11.1% | -0.3% | +8.6% |
| 1Y | +11.9% | +7.0% | +4.9% | +10.2% |
| 3Y | +73.0% | -10.0% | +83.0% | +73.4% |
| 5Y | +58.6% | -22.6% | +81.2% | +60.4% |
| 10Y | +219.2% | +29.3% | +189.8% | +187.0% |
| All | +219.2% | +26.5% | +192.6% | +187.0% |
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