+224.7%
VT vs CLX
+28.9%
+195.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | +7.8% | -8.5% | -1.7% |
| 30D | -1.7% | +28.5% | -30.3% | -5.0% |
| 3M | -2.3% | +1.3% | -3.6% | -2.6% |
| 6M | +1.5% | +23.4% | -21.9% | -1.7% |
| YTD | +12.0% | +11.4% | +0.7% | +9.8% |
| 1Y | +12.9% | +6.9% | +6.0% | +11.2% |
| 3Y | +74.9% | -9.8% | +84.7% | +75.4% |
| 5Y | +59.9% | -22.7% | +82.6% | +61.7% |
| All | +224.7% | +28.9% | +195.8% | +191.6% |
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