+795.5%
CCJ vs VTEB
+26.0%
+769.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +4.2% | -0.7% | +4.9% | +4.6% |
| 30D | +3.2% | -2.1% | +5.3% | +4.3% |
| 3M | -1.8% | -2.7% | +0.8% | -0.4% |
| 6M | -13.5% | -2.1% | -11.4% | -12.5% |
| YTD | +9.7% | -1.1% | +10.9% | +10.6% |
| 1Y | +30.0% | +1.3% | +28.7% | +29.6% |
| 3Y | +172.6% | +9.0% | +163.6% | +163.3% |
| 5Y | +342.9% | +1.5% | +341.4% | +338.3% |
| 10Y | +1,099.7% | +18.5% | +1,081.2% | +1,226.3% |
| All | +795.5% | +26.0% | +769.5% | +1,114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling