+984.5%
VRT vs CCJ
+341.1%
+643.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | +0.7% | +8.4% | +8.7% |
| 30D | +0.9% | +6.9% | -5.9% | -2.7% |
| 3M | -13.4% | -11.6% | -1.7% | -8.4% |
| 6M | +11.7% | -16.2% | +27.9% | +20.3% |
| YTD | +73.2% | +10.1% | +63.1% | +63.3% |
| 1Y | +123.4% | +32.3% | +91.1% | +87.8% |
| 3Y | +606.2% | +171.3% | +434.9% | +333.7% |
| All | +984.5% | +341.1% | +643.4% | +444.3% |
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