+101.6%
JHX vs VCLT
+17.1%
+84.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -1.4% | -5.0% | -5.3% |
| 30D | -7.7% | -1.2% | -6.6% | -6.9% |
| 3M | +19.2% | -4.8% | +23.9% | +23.7% |
| 6M | +38.3% | -2.6% | +40.8% | +41.8% |
| YTD | +37.2% | -3.3% | +40.5% | +41.6% |
| 1Y | +42.3% | -4.8% | +47.1% | +48.4% |
| 3Y | -4.4% | +11.5% | -15.9% | -9.2% |
| 5Y | -26.4% | -17.0% | -9.4% | -19.5% |
| All | +101.6% | +17.1% | +84.5% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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