+74.0%
VTI vs CLF
-48.3%
+122.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.6% | +6.5% | -5.9% | -0.3% |
| 30D | -1.1% | +0.2% | -1.3% | -1.3% |
| 3M | +3.9% | -3.1% | +7.0% | +3.7% |
| 6M | +14.6% | +25.0% | -10.4% | +9.5% |
| YTD | +13.3% | -7.5% | +20.8% | +12.2% |
| 1Y | +19.2% | +11.5% | +7.6% | +12.9% |
| 3Y | +77.4% | -13.7% | +91.1% | +66.4% |
| 5Y | +74.0% | -47.0% | +121.0% | +71.6% |
| All | +74.0% | -48.3% | +122.3% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling