+33.8%
VWO vs CLX
-38.5%
+72.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.8% | -5.7% | +3.9% | -1.4% |
| 30D | -0.1% | -17.0% | +16.9% | +1.1% |
| 3M | +2.2% | -9.7% | +11.9% | +2.8% |
| 6M | +8.8% | -19.8% | +28.6% | +10.2% |
| YTD | +12.4% | -9.8% | +22.2% | +13.2% |
| 1Y | +15.6% | -26.2% | +41.8% | +17.7% |
| 3Y | +62.5% | -36.2% | +98.7% | +66.3% |
| All | +33.8% | -38.5% | +72.4% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling