+348.0%
VT vs CLX
+232.6%
+115.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -4.2% | +12.4% | -16.6% | -7.4% |
| 30D | -5.8% | +21.1% | -26.9% | -11.1% |
| 3M | -5.2% | -3.3% | -1.9% | -4.6% |
| 6M | +0.1% | +18.8% | -18.7% | -5.9% |
| YTD | +8.2% | +3.9% | +4.3% | +5.3% |
| 1Y | +10.1% | -3.8% | +13.9% | +9.6% |
| 3Y | +69.7% | -10.5% | +80.2% | +69.2% |
| 5Y | +53.4% | -26.7% | +80.1% | +58.7% |
| 10Y | +219.2% | +19.9% | +199.3% | +125.4% |
| All | +348.0% | +232.6% | +115.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling