+124.4%
VGT vs CCJ
+172.7%
-48.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +1.5% | +4.2% | -2.7% | +0.4% |
| 30D | +0.5% | +3.2% | -2.7% | -0.4% |
| 3M | +5.3% | -1.8% | +7.1% | +5.3% |
| 6M | +32.4% | -13.5% | +46.0% | +35.6% |
| YTD | +28.6% | +9.7% | +18.8% | +23.7% |
| 1Y | +37.6% | +30.0% | +7.6% | +25.2% |
| All | +124.4% | +172.7% | -48.2% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling