+96.3%
VTR vs CLX
-3.7%
+100.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.3% | -5.7% | +5.4% | +0.5% |
| 30D | +1.1% | -17.0% | +18.1% | +3.8% |
| 3M | +7.9% | -9.7% | +17.6% | +9.3% |
| 6M | +6.2% | -19.8% | +26.0% | +9.1% |
| YTD | +17.7% | -9.8% | +27.6% | +18.9% |
| 1Y | +32.9% | -26.2% | +59.1% | +38.1% |
| 3Y | +129.7% | -36.2% | +165.9% | +142.7% |
| 5Y | +89.3% | -38.3% | +127.7% | +98.6% |
| All | +96.3% | -3.7% | +100.0% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling