+293.9%
VTI vs CLF
+83.8%
+210.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -0.7% | +2.3% | -3.0% | -1.1% |
| 30D | -1.9% | +1.9% | -3.9% | -2.7% |
| 3M | -1.4% | +5.9% | -7.3% | -3.1% |
| 6M | +3.5% | +16.9% | -13.4% | -0.7% |
| YTD | +12.6% | -1.1% | +13.6% | +9.5% |
| 1Y | +12.7% | +28.8% | -16.1% | +5.1% |
| 3Y | +78.8% | -20.6% | +99.4% | +69.9% |
| 5Y | +67.2% | -41.5% | +108.7% | +61.0% |
| 10Y | +293.9% | +87.5% | +206.4% | +179.2% |
| All | +293.9% | +83.8% | +210.1% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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