+219.8%
VT vs CCJ
+859.4%
-639.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.7% |
| 7D | +0.4% | +2.7% | -2.3% | -0.1% |
| 30D | -2.6% | -14.4% | +11.8% | -0.2% |
| 3M | -3.2% | -22.6% | +19.4% | +0.6% |
| 6M | +0.9% | -35.4% | +36.4% | +7.7% |
| YTD | +11.3% | -17.6% | +28.9% | +13.2% |
| 1Y | +14.0% | -18.1% | +32.1% | +15.8% |
| 3Y | +75.8% | +79.6% | -3.7% | +50.9% |
| 5Y | +57.8% | +175.3% | -117.4% | +21.8% |
| 10Y | +219.8% | +844.8% | -625.0% | +87.0% |
| All | +219.8% | +859.4% | -639.6% | +87.0% |
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