+632.2%
VRT vs CCJ
+169.1%
+463.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -1.3% |
| 7D | -17.7% | +0.4% | -18.1% | -17.4% |
| 30D | -20.0% | -17.2% | -2.8% | -10.9% |
| 3M | -28.1% | -25.1% | -3.0% | -15.9% |
| 6M | -42.8% | -37.6% | -5.3% | -26.9% |
| YTD | +20.0% | -20.4% | +40.3% | +34.2% |
| 1Y | +3.5% | -22.5% | +26.0% | +17.4% |
| 3Y | +366.1% | +72.5% | +293.6% | +243.3% |
| 5Y | +632.2% | +179.9% | +452.3% | +303.5% |
| All | +632.2% | +169.1% | +463.0% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling