+53.4%
VT vs CLX
-26.7%
+80.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | -4.2% | +12.4% | -16.6% | -5.5% |
| 30D | -5.8% | +21.1% | -26.9% | -7.9% |
| 3M | -5.2% | -3.3% | -1.9% | -5.0% |
| 6M | +0.1% | +18.8% | -18.7% | -2.3% |
| YTD | +8.2% | +3.9% | +4.3% | +7.3% |
| 1Y | +10.1% | -3.8% | +13.9% | +10.2% |
| 3Y | +69.7% | -10.5% | +80.2% | +70.0% |
| 5Y | +53.4% | -26.7% | +80.1% | +55.6% |
| All | +53.4% | -26.7% | +80.1% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling