+3.8%
VUG vs CLX
+6.9%
-3.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | -1.1% | +7.8% | -8.8% | -1.3% |
| 30D | -7.0% | +28.5% | -35.5% | -7.7% |
| 3M | -3.7% | +1.3% | -5.0% | -3.8% |
| 6M | -1.6% | +23.4% | -25.0% | -2.2% |
| YTD | +5.1% | +11.4% | -6.2% | +5.3% |
| 1Y | +3.8% | +6.9% | -3.2% | +4.6% |
| All | +3.8% | +6.9% | -3.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling