+15.1%
JHPI vs VT
+58.6%
-43.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.5% |
| 7D | +0.3% | -4.2% | +4.4% | +1.2% |
| 30D | +0.4% | -5.8% | +6.2% | +1.7% |
| 3M | -2.6% | -5.2% | +2.6% | -1.4% |
| 6M | -2.6% | +0.1% | -2.7% | -2.7% |
| YTD | -0.7% | +8.2% | -8.9% | -2.7% |
| 1Y | 0.0% | +10.1% | -10.1% | -2.5% |
| 3Y | +25.8% | +69.7% | -43.9% | +9.0% |
| All | +15.1% | +58.6% | -43.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling