+224.6%
VT vs CCJ
+785.0%
-560.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.8% |
| 7D | -0.7% | +3.7% | -4.4% | -1.3% |
| 30D | -1.7% | -13.7% | +12.0% | +0.5% |
| 3M | -2.3% | -24.7% | +22.4% | +2.0% |
| 6M | +1.5% | -38.1% | +39.7% | +9.0% |
| YTD | +12.0% | -18.8% | +30.8% | +14.2% |
| 1Y | +12.9% | -19.5% | +32.4% | +15.0% |
| 3Y | +74.9% | +75.9% | -0.9% | +50.6% |
| 5Y | +59.9% | +173.1% | -113.2% | +23.6% |
| 10Y | +224.6% | +813.5% | -588.8% | +88.9% |
| All | +224.6% | +785.0% | -560.4% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling