+79.2%
JHEM vs VOO
+77.4%
+1.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +2.7% | -1.1% | +3.7% | +3.6% |
| 3M | +1.4% | +3.9% | -2.5% | -1.6% |
| 6M | +15.5% | +13.6% | +1.8% | +5.1% |
| YTD | +24.2% | +12.7% | +11.5% | +13.8% |
| 1Y | +32.9% | +17.6% | +15.3% | +18.4% |
| 3Y | +79.2% | +77.3% | +1.9% | +14.5% |
| All | +79.2% | +77.4% | +1.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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