+6.3%
JHMB vs VT
+63.0%
-56.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +0.5% | -2.3% | +2.9% | +0.6% |
| 30D | +2.9% | -5.0% | +7.8% | +3.1% |
| 3M | -0.4% | -4.9% | +4.4% | -0.2% |
| 6M | -0.8% | -1.5% | +0.8% | -0.7% |
| YTD | -0.2% | +8.5% | -8.7% | -0.5% |
| 1Y | +0.4% | +11.4% | -11.0% | 0.0% |
| 3Y | +18.9% | +70.1% | -51.2% | +16.7% |
| 5Y | +6.8% | +53.7% | -47.0% | +4.7% |
| All | +6.3% | +63.0% | -56.6% | +4.1% |
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