+405.3%
VUG vs CLX
+29.7%
+375.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | -1.1% | +7.8% | -8.8% | -2.2% |
| 30D | -7.0% | +28.5% | -35.5% | -10.5% |
| 3M | -3.7% | +1.3% | -5.0% | -4.0% |
| 6M | -1.6% | +23.4% | -25.0% | -5.1% |
| YTD | +5.1% | +11.4% | -6.2% | +2.7% |
| 1Y | +3.8% | +6.9% | -3.2% | +1.9% |
| 3Y | +79.9% | -9.8% | +89.6% | +79.8% |
| 5Y | +66.4% | -22.7% | +89.1% | +68.3% |
| 10Y | +405.3% | +28.7% | +376.5% | +347.7% |
| All | +405.3% | +29.7% | +375.6% | +347.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling