+1,474.1%
VTR vs CLX
+541.2%
+932.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | -2.4% | -3.5% | +1.2% | -1.5% |
| 30D | -3.7% | -11.9% | +8.1% | -0.8% |
| 3M | +13.5% | -2.6% | +16.2% | +13.9% |
| 6M | +7.2% | -18.2% | +25.4% | +11.8% |
| YTD | +17.6% | -5.9% | +23.5% | +18.2% |
| 1Y | +35.4% | -23.8% | +59.2% | +43.3% |
| 3Y | +132.8% | -33.6% | +166.4% | +152.9% |
| 5Y | +88.7% | -35.7% | +124.3% | +103.1% |
| 10Y | +87.6% | -2.5% | +90.1% | +69.2% |
| All | +1,474.1% | +541.2% | +932.9% | +782.5% |
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