+227.8%
JHI vs VT
+356.5%
-128.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.6% |
| 30D | +1.0% | -1.5% | +2.5% | +1.5% |
| 3M | -8.4% | -4.1% | -4.3% | -7.2% |
| 6M | -4.8% | +0.6% | -5.3% | -5.0% |
| YTD | -6.0% | +11.0% | -17.0% | -9.2% |
| 1Y | -4.4% | +13.3% | -17.7% | -8.2% |
| 3Y | +25.2% | +73.4% | -48.2% | +4.7% |
| 5Y | -4.1% | +57.4% | -61.5% | -17.9% |
| 10Y | +63.5% | +221.7% | -158.2% | +14.8% |
| All | +227.8% | +356.5% | -128.7% | +104.0% |
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