+1,978.7%
VRT vs CCJ
+610.9%
+1,367.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.5% |
| 7D | +0.5% | +3.7% | -3.2% | -0.6% |
| 30D | -13.7% | -13.7% | 0.0% | -7.9% |
| 3M | -26.7% | -24.7% | -2.0% | -17.6% |
| 6M | -43.8% | -38.1% | -5.7% | -32.0% |
| YTD | +27.6% | -18.8% | +46.3% | +39.0% |
| 1Y | +15.5% | -19.5% | +35.0% | +26.2% |
| 3Y | +395.6% | +75.9% | +319.7% | +308.7% |
| 5Y | +677.3% | +173.1% | +504.2% | +447.4% |
| All | +1,978.7% | +610.9% | +1,367.8% | +843.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling