+377.4%
VT vs CLX
+206.0%
+171.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +0.4% | -9.2% | +9.7% | +3.3% |
| 30D | +1.0% | -11.0% | +12.0% | +4.4% |
| 3M | +2.4% | +5.0% | -2.7% | +0.3% |
| 6M | +12.0% | -18.8% | +30.8% | +18.1% |
| YTD | +15.3% | -4.4% | +19.7% | +15.3% |
| 1Y | +22.6% | -21.9% | +44.4% | +30.2% |
| 3Y | +74.7% | -32.8% | +107.4% | +91.5% |
| 5Y | +66.1% | -34.6% | +100.7% | +78.6% |
| 10Y | +225.0% | -4.7% | +229.7% | +159.0% |
| All | +377.4% | +206.0% | +171.4% | +50.6% |
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 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