+96.2%
JHEM vs VOO
+197.0%
-100.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.9% |
| 30D | +4.8% | -1.4% | +6.2% | +5.9% |
| 3M | +4.7% | +3.7% | +0.9% | +1.9% |
| 6M | +16.7% | +13.0% | +3.7% | +6.8% |
| YTD | +25.0% | +12.4% | +12.5% | +14.8% |
| 1Y | +36.3% | +18.6% | +17.7% | +20.3% |
| 3Y | +82.3% | +78.1% | +4.2% | +16.9% |
| 5Y | +52.8% | +82.3% | -29.5% | -4.7% |
| All | +96.2% | +197.0% | -100.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling