+76.5%
VUG vs CLF
-47.7%
+124.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -0.1% | +7.6% | -7.7% | -1.3% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | -0.7% | -13.4% | +12.7% | +0.9% |
| 6M | +14.6% | +15.4% | -0.8% | +10.3% |
| YTD | +9.0% | -5.9% | +14.9% | +7.5% |
| 1Y | +14.9% | +18.8% | -4.0% | +6.8% |
| 3Y | +86.0% | -19.4% | +105.4% | +75.7% |
| All | +76.5% | -47.7% | +124.2% | +75.3% |
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