+129.7%
VTR vs CLX
-36.5%
+166.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.3% | -5.7% | +5.4% | +0.9% |
| 30D | +1.1% | -17.0% | +18.1% | +4.9% |
| 3M | +7.9% | -9.7% | +17.6% | +9.8% |
| 6M | +6.2% | -19.8% | +26.0% | +10.5% |
| YTD | +17.7% | -9.8% | +27.6% | +19.0% |
| 1Y | +32.9% | -26.2% | +59.1% | +41.1% |
| 3Y | +129.7% | -36.2% | +165.9% | +147.4% |
| All | +129.7% | -36.5% | +166.1% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling