-25.9%
CCJ vs VTEB
+0.4%
-26.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -2.4% |
| 7D | -14.5% | +0.9% | -15.4% | -16.7% |
| 30D | -18.1% | +3.7% | -21.7% | -27.2% |
| 3M | -23.0% | -0.8% | -22.2% | -16.5% |
| 6M | -39.4% | -0.9% | -38.5% | -33.5% |
| YTD | -21.7% | -0.1% | -21.5% | -15.8% |
| 1Y | -25.9% | +0.2% | -26.2% | -20.2% |
| All | -25.9% | +0.4% | -26.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling