+2,723.0%
VRT vs CCJ
+863.6%
+1,859.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | +0.7% | +8.4% | +8.8% |
| 30D | +0.9% | +6.9% | -5.9% | -1.9% |
| 3M | -13.4% | -11.6% | -1.7% | -9.3% |
| 6M | +11.7% | -16.2% | +27.9% | +18.8% |
| YTD | +73.2% | +10.1% | +63.1% | +66.2% |
| 1Y | +123.4% | +32.3% | +91.1% | +96.8% |
| 3Y | +606.2% | +171.3% | +434.9% | +393.4% |
| 5Y | +899.9% | +372.4% | +527.5% | +487.5% |
| All | +2,723.0% | +863.6% | +1,859.5% | +1,028.6% |
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