+800.0%
VGT vs CCJ
+1,065.5%
-265.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.2% | -4.0% | +3.9% | +0.7% |
| 30D | -0.4% | -2.4% | +1.9% | -0.1% |
| 3M | +4.4% | -2.3% | +6.7% | +4.7% |
| 6M | +32.1% | -16.2% | +48.3% | +36.0% |
| YTD | +28.8% | +5.7% | +23.1% | +25.7% |
| 1Y | +35.3% | +21.3% | +14.1% | +27.0% |
| 3Y | +124.8% | +159.4% | -34.6% | +75.0% |
| 5Y | +137.9% | +300.7% | -162.7% | +64.7% |
| All | +800.0% | +1,065.5% | -265.5% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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