+934.5%
VTI vs CLF
+513.5%
+421.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.1% |
| 7D | -0.4% | -9.1% | +8.6% | +0.8% |
| 30D | -3.2% | -0.9% | -2.3% | -3.6% |
| 3M | -2.9% | +3.0% | -5.9% | -4.2% |
| 6M | +2.4% | +16.7% | -14.3% | -1.7% |
| YTD | +11.2% | -3.2% | +14.3% | +8.4% |
| 1Y | +11.6% | +24.6% | -13.0% | +4.6% |
| 3Y | +76.6% | -22.3% | +98.9% | +68.4% |
| 5Y | +65.3% | -41.2% | +106.5% | +59.2% |
| 10Y | +289.1% | +83.5% | +205.5% | +177.3% |
| All | +934.5% | +513.5% | +421.0% | +290.3% |
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