+377.4%
VT vs CCJ
+216.5%
+160.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +1.0% | +6.9% | -5.9% | -0.9% |
| 3M | +2.4% | -11.6% | +14.0% | +4.9% |
| 6M | +12.0% | -16.2% | +28.2% | +15.4% |
| YTD | +15.3% | +10.1% | +5.2% | +10.2% |
| 1Y | +22.6% | +32.3% | -9.7% | +9.9% |
| 3Y | +74.7% | +171.3% | -96.6% | +23.4% |
| 5Y | +66.1% | +372.4% | -306.2% | -5.5% |
| 10Y | +225.0% | +1,070.0% | -845.0% | +19.6% |
| All | +377.4% | +216.5% | +160.9% | +79.3% |
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