+325.3%
VWO vs CLX
+177.9%
+147.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | +0.2% | -4.9% | +5.1% | +1.8% |
| 30D | +0.9% | -15.8% | +16.7% | +6.7% |
| 3M | +4.3% | -7.9% | +12.2% | +6.5% |
| 6M | +10.5% | -19.0% | +29.6% | +17.3% |
| YTD | +13.4% | -7.9% | +21.3% | +14.8% |
| 1Y | +18.6% | -25.4% | +43.9% | +28.8% |
| 3Y | +65.8% | -35.0% | +100.8% | +85.4% |
| 5Y | +35.2% | -36.8% | +72.0% | +47.0% |
| 10Y | +116.6% | -1.4% | +118.1% | +57.3% |
| All | +325.3% | +177.9% | +147.4% | +30.7% |
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