+62.7%
CCJ vs VLTO
+70.6%
-7.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -13.2% | +17.5% | -30.7% | -14.3% |
| 3M | -27.6% | +21.4% | -49.0% | -28.9% |
| 6M | -38.7% | +38.1% | -76.8% | -41.1% |
| YTD | -22.7% | +19.0% | -41.7% | -23.5% |
| 1Y | -17.6% | +20.7% | -38.2% | -18.7% |
| 3Y | +62.7% | +64.3% | -1.6% | +59.8% |
| All | +62.7% | +70.6% | -7.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling