+19.3%
JHMU vs VT
+73.5%
-54.1%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.2% |
| 30D | +4.8% | -5.0% | +9.7% | +5.0% |
| 3M | +0.5% | -4.9% | +5.4% | +0.7% |
| 6M | +0.3% | -1.5% | +1.9% | +0.4% |
| YTD | +1.6% | +8.5% | -6.9% | +1.4% |
| 1Y | +2.3% | +11.4% | -9.1% | +2.0% |
| 3Y | +18.7% | +70.1% | -51.4% | +13.2% |
| All | +19.3% | +73.5% | -54.1% | +13.3% |
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 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