+960.3%
VTI vs CLF
+496.3%
+464.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | +0.1% | +7.6% | -7.5% | -1.0% |
| 30D | 0.0% | -1.2% | +1.2% | 0.0% |
| 3M | +2.0% | -13.4% | +15.4% | +3.3% |
| 6M | +13.0% | +15.4% | -2.5% | +9.0% |
| YTD | +13.9% | -5.9% | +19.8% | +12.4% |
| 1Y | +20.0% | +18.8% | +1.2% | +12.8% |
| 3Y | +75.8% | -19.4% | +95.2% | +67.7% |
| 5Y | +73.8% | -47.7% | +121.6% | +70.9% |
| 10Y | +297.5% | +130.4% | +167.1% | +173.8% |
| All | +960.3% | +496.3% | +464.0% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling