+66.6%
VTV vs CLX
-35.7%
+102.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -2.1% | -5.9% | +3.8% | -1.2% |
| 30D | -1.3% | -17.0% | +15.7% | +1.4% |
| 3M | +5.6% | -9.6% | +15.2% | +7.1% |
| 6M | +12.4% | -21.5% | +33.9% | +16.7% |
| YTD | +17.6% | -8.8% | +26.5% | +18.7% |
| 1Y | +23.5% | -24.7% | +48.2% | +29.1% |
| All | +66.6% | -35.7% | +102.4% | +73.7% |
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