+954.4%
VTI vs CLX
+440.1%
+514.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.6% | -3.5% | +4.2% | +1.8% |
| 30D | -1.1% | -11.9% | +10.8% | +2.7% |
| 3M | +3.9% | -2.6% | +6.5% | +4.2% |
| 6M | +14.6% | -18.2% | +32.8% | +20.7% |
| YTD | +13.3% | -5.9% | +19.2% | +13.8% |
| 1Y | +19.2% | -23.8% | +43.0% | +27.7% |
| 3Y | +77.4% | -33.6% | +111.0% | +95.7% |
| 5Y | +74.0% | -35.7% | +109.7% | +88.8% |
| 10Y | +294.6% | -2.5% | +297.1% | +232.7% |
| All | +954.4% | +440.1% | +514.3% | +327.1% |
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