+718.4%
VTV vs CCJ
+1,615.7%
-897.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +0.3% | +5.9% | -5.6% | -0.9% |
| 30D | +0.1% | +4.7% | -4.6% | -0.9% |
| 3M | +6.2% | -3.3% | +9.5% | +6.4% |
| 6M | +13.5% | -7.0% | +20.5% | +13.6% |
| YTD | +18.9% | +11.5% | +7.4% | +13.9% |
| 1Y | +25.8% | +32.3% | -6.5% | +14.8% |
| 3Y | +68.7% | +176.8% | -108.1% | +26.0% |
| 5Y | +80.3% | +351.8% | -271.5% | +14.4% |
| 10Y | +226.3% | +1,080.5% | -854.2% | +46.2% |
| All | +718.4% | +1,615.7% | -897.3% | +212.6% |
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