+67.5%
JHI vs VT
+226.9%
-159.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | -1.9% | -2.0% | +0.1% | -0.9% |
| 30D | -3.7% | -1.4% | -2.3% | -3.1% |
| 3M | -0.4% | +4.7% | -5.1% | -2.7% |
| 6M | +0.1% | +11.4% | -11.2% | -5.1% |
| YTD | -1.1% | +13.1% | -14.2% | -7.0% |
| 1Y | -1.3% | +19.0% | -20.3% | -9.5% |
| 3Y | +29.4% | +73.9% | -44.5% | -2.7% |
| 5Y | +0.3% | +65.4% | -65.1% | -23.4% |
| All | +67.5% | +226.9% | -159.3% | -10.3% |
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