+5.6%
JHMB vs VT
+68.3%
-62.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +1.8% | -1.7% | +3.6% | +1.9% |
| 3M | -1.0% | -2.3% | +1.3% | -0.9% |
| 6M | -1.4% | +1.5% | -2.9% | -1.4% |
| YTD | -0.9% | +12.0% | -12.9% | -1.3% |
| 1Y | -0.5% | +12.9% | -13.4% | -1.0% |
| 3Y | +17.9% | +74.9% | -57.1% | +15.6% |
| 5Y | +6.4% | +59.9% | -53.5% | +4.2% |
| All | +5.6% | +68.3% | -62.7% | +3.3% |
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