+1,181.0%
VUG vs CLX
+323.0%
+858.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.0% |
| 7D | -1.2% | +13.6% | -14.8% | -4.9% |
| 30D | -8.9% | +29.1% | -37.9% | -15.6% |
| 3M | -5.9% | +1.6% | -7.5% | -6.7% |
| 6M | -3.3% | +18.7% | -22.0% | -9.0% |
| YTD | +3.4% | +11.1% | -7.7% | -1.5% |
| 1Y | +1.9% | +7.0% | -5.1% | -2.0% |
| 3Y | +76.9% | -10.0% | +86.9% | +76.1% |
| 5Y | +63.9% | -22.6% | +86.5% | +66.7% |
| 10Y | +396.2% | +29.3% | +366.9% | +267.8% |
| All | +1,181.0% | +323.0% | +858.0% | +420.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling