+57.3%
VUG vs CLF
-51.2%
+108.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -3.4% | -19.6% | +16.2% | -0.2% |
| 30D | -11.1% | -5.0% | -6.1% | -10.8% |
| 3M | -7.2% | -6.3% | -1.0% | -7.1% |
| 6M | -4.1% | +2.8% | -6.9% | -6.4% |
| YTD | +1.4% | -13.7% | +15.1% | +0.6% |
| 1Y | +1.9% | +13.6% | -11.7% | -4.0% |
| 3Y | +77.7% | -34.0% | +111.7% | +73.8% |
| All | +57.3% | -51.2% | +108.6% | +57.5% |
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