+37.3%
JHEM vs VT
+53.4%
-16.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -1.8% | -2.3% | +0.6% | +0.4% |
| 30D | -9.1% | -5.0% | -4.2% | -4.8% |
| 3M | -7.0% | -4.9% | -2.1% | -2.5% |
| 6M | -8.6% | -1.5% | -7.1% | -6.7% |
| YTD | +10.8% | +8.5% | +2.3% | +4.5% |
| 1Y | +13.6% | +11.4% | +2.2% | +4.8% |
| 3Y | +61.8% | +70.1% | -8.3% | +5.4% |
| All | +37.3% | +53.4% | -16.1% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling