+1,583.6%
CCJ vs VFC
+355.0%
+1,228.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.5% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +6.9% | -11.6% | +18.5% | +10.3% |
| 3M | -11.6% | -18.1% | +6.5% | -7.6% |
| 6M | -16.2% | -27.4% | +11.1% | -9.7% |
| YTD | +10.1% | -24.8% | +34.9% | +17.3% |
| 1Y | +32.3% | -8.2% | +40.5% | +31.1% |
| 3Y | +171.3% | -29.1% | +200.4% | +151.5% |
| 5Y | +372.4% | -79.2% | +451.6% | +541.7% |
| 10Y | +1,070.0% | -68.1% | +1,138.1% | +1,187.9% |
| All | +1,583.6% | +355.0% | +1,228.6% | +839.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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