+402.8%
VUG vs CLX
+32.0%
+370.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +2.5% | +9.5% | -7.0% | +1.1% |
| 30D | -6.3% | +30.7% | -37.0% | -10.0% |
| 3M | -6.0% | +4.2% | -10.3% | -6.7% |
| 6M | -3.5% | +22.1% | -25.7% | -6.8% |
| YTD | +3.9% | +14.1% | -10.2% | +1.1% |
| 1Y | +5.1% | +10.3% | -5.2% | +2.8% |
| 3Y | +77.9% | -7.8% | +85.7% | +77.3% |
| 5Y | +62.4% | -20.8% | +83.3% | +63.7% |
| All | +402.8% | +32.0% | +370.8% | +344.2% |
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