+97.5%
JHEM vs VT
+150.6%
-53.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.9% | +0.4% | +2.4% | +2.4% |
| 30D | +4.9% | +1.0% | +3.9% | +4.0% |
| 3M | +0.7% | +2.4% | -1.7% | -1.2% |
| 6M | +16.4% | +12.0% | +4.4% | +5.6% |
| YTD | +25.8% | +15.3% | +10.5% | +11.4% |
| 1Y | +40.3% | +22.6% | +17.7% | +17.6% |
| 3Y | +80.6% | +74.7% | +5.9% | +9.7% |
| 5Y | +51.8% | +66.1% | -14.3% | -3.7% |
| All | +97.5% | +150.6% | -53.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling