+897.3%
VST vs CCJ
+789.9%
+107.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.7% | -1.5% | -4.8% |
| 7D | -19.9% | -18.2% | -1.7% | -15.3% |
| 30D | -29.7% | -26.5% | -3.1% | -23.2% |
| 3M | -19.6% | -27.5% | +8.0% | -12.0% |
| 6M | -29.4% | -40.3% | +10.9% | -18.9% |
| YTD | -29.7% | -25.3% | -4.4% | -24.7% |
| 1Y | -40.0% | -28.1% | -11.9% | -35.2% |
| 3Y | +231.0% | +63.8% | +167.1% | +189.2% |
| 5Y | +500.1% | +156.3% | +343.8% | +370.6% |
| 10Y | +1,004.2% | +787.8% | +216.4% | +670.4% |
| All | +897.3% | +789.9% | +107.4% | +607.6% |
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