+39.1%
JHEM vs VT
+57.0%
-18.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +2.0% | +2.4% | -0.3% | -0.1% |
| 30D | -4.6% | -1.5% | -3.1% | -3.2% |
| 3M | -6.7% | -4.1% | -2.6% | -2.9% |
| 6M | -6.6% | +0.6% | -7.1% | -6.4% |
| YTD | +13.0% | +11.0% | +2.0% | +4.3% |
| 1Y | +15.0% | +13.3% | +1.6% | +4.3% |
| 3Y | +66.6% | +73.4% | -6.8% | +6.6% |
| All | +39.1% | +57.0% | -18.0% | -3.9% |
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