+825.2%
CCJ vs VT
+215.5%
+609.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.1% |
| 7D | -7.3% | -2.3% | -5.0% | -4.6% |
| 30D | -20.0% | -5.0% | -15.0% | -14.6% |
| 3M | -23.8% | -4.9% | -19.0% | -18.5% |
| 6M | -42.4% | -1.5% | -40.8% | -40.4% |
| YTD | -22.1% | +8.5% | -30.6% | -27.3% |
| 1Y | -20.8% | +11.4% | -32.2% | -28.1% |
| 3Y | +75.7% | +70.1% | +5.7% | +1.9% |
| 5Y | +167.4% | +53.7% | +113.7% | +74.7% |
| All | +825.2% | +215.5% | +609.7% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling