+96.6%
JHEM vs VT
+149.3%
-52.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +2.5% | +1.0% | +1.5% | +1.5% |
| 30D | +4.3% | -0.2% | +4.6% | +4.6% |
| 3M | +5.0% | +4.5% | +0.4% | +1.0% |
| 6M | +19.0% | +14.1% | +4.9% | +6.3% |
| YTD | +25.3% | +14.8% | +10.5% | +11.4% |
| 1Y | +37.1% | +21.2% | +15.9% | +16.1% |
| 3Y | +82.7% | +76.6% | +6.2% | +10.0% |
| 5Y | +53.2% | +66.6% | -13.4% | -3.1% |
| All | +96.6% | +149.3% | -52.7% | -16.2% |
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