+715.8%
VTV vs CLX
+250.5%
+465.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.4% |
| 7D | -0.7% | -4.9% | +4.3% | +1.0% |
| 30D | -0.5% | -15.8% | +15.3% | +5.1% |
| 3M | +5.3% | -7.9% | +13.2% | +7.6% |
| 6M | +12.9% | -19.0% | +31.9% | +19.6% |
| YTD | +18.5% | -7.9% | +26.4% | +19.9% |
| 1Y | +25.3% | -25.4% | +50.6% | +35.8% |
| 3Y | +68.2% | -35.0% | +103.2% | +88.3% |
| 5Y | +80.6% | -36.8% | +117.4% | +98.5% |
| 10Y | +232.9% | -1.4% | +234.4% | +168.8% |
| All | +715.8% | +250.5% | +465.2% | +229.4% |
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 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