+262.4%
VST vs CCJ
+69.7%
+192.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.3% | +6.2% | +8.3% |
| 7D | -9.8% | -7.3% | -2.5% | -6.0% |
| 30D | -25.1% | -20.0% | -5.2% | -15.9% |
| 3M | -11.6% | -23.8% | +12.3% | +1.3% |
| 6M | -20.9% | -42.4% | +21.5% | +3.5% |
| YTD | -22.3% | -22.1% | -0.2% | -16.4% |
| 1Y | -32.0% | -20.8% | -11.2% | -27.8% |
| 3Y | +262.4% | +75.7% | +186.6% | +132.4% |
| All | +262.4% | +69.7% | +192.7% | +132.4% |
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