+62.5%
VUG vs CLF
-42.8%
+105.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | +2.5% | +10.4% | -7.9% | +0.9% |
| 30D | -6.3% | +0.6% | -6.8% | -6.8% |
| 3M | -6.0% | +4.1% | -10.2% | -7.5% |
| 6M | -3.5% | +15.1% | -18.6% | -7.5% |
| YTD | +3.9% | -4.7% | +8.7% | +1.4% |
| 1Y | +5.1% | +20.4% | -15.3% | -1.7% |
| 3Y | +77.9% | -23.4% | +101.2% | +69.2% |
| All | +62.5% | -42.8% | +105.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 5y: compounded portfolio wealth divided by compounded CLF 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…
5y analysis · Full analysis span regression · 6 months rolling