+3.8%
JHCB vs VT
+78.8%
-74.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +0.6% | +0.4% | +0.3% | +0.6% |
| 30D | +1.9% | -2.6% | +4.5% | +2.3% |
| 3M | -0.9% | -3.2% | +2.3% | -0.4% |
| 6M | -1.6% | +0.9% | -2.5% | -1.8% |
| YTD | -1.2% | +11.3% | -12.5% | -3.0% |
| 1Y | -0.9% | +14.0% | -14.9% | -3.0% |
| 3Y | +18.8% | +75.8% | -57.0% | +8.3% |
| 5Y | -0.7% | +57.8% | -58.5% | -10.2% |
| All | +3.8% | +78.8% | -74.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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