+75.8%
VT vs CCJ
+175.9%
-100.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.0% | +6.9% | -5.9% | -0.1% |
| 3M | +2.4% | -11.6% | +14.0% | +3.8% |
| 6M | +12.0% | -16.2% | +28.2% | +13.9% |
| YTD | +15.3% | +10.1% | +5.2% | +12.6% |
| 1Y | +22.6% | +32.3% | -9.7% | +15.6% |
| All | +75.8% | +175.9% | -100.1% | +44.6% |
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 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