+290.3%
VST vs CCJ
+73.2%
+217.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.3% |
| 7D | -6.0% | +0.4% | -6.5% | -5.9% |
| 30D | -18.8% | -17.2% | -1.5% | -10.2% |
| 3M | -8.0% | -25.1% | +17.1% | +6.4% |
| 6M | -10.9% | -37.6% | +26.7% | +12.0% |
| YTD | -18.3% | -20.4% | +2.0% | -13.1% |
| 1Y | -29.9% | -22.5% | -7.4% | -24.5% |
| 3Y | +290.3% | +72.5% | +217.8% | +145.5% |
| All | +290.3% | +73.2% | +217.1% | +145.5% |
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 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