+452.7%
JHX vs VCLT
+100.6%
+352.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -1.4% | -5.0% | -5.8% |
| 30D | -7.7% | -1.2% | -6.6% | -7.2% |
| 3M | +19.2% | -4.8% | +23.9% | +21.8% |
| 6M | +38.3% | -2.6% | +40.8% | +40.4% |
| YTD | +37.2% | -3.3% | +40.5% | +39.8% |
| 1Y | +42.3% | -4.8% | +47.1% | +45.9% |
| 3Y | -4.4% | +11.5% | -15.9% | -6.7% |
| 5Y | -26.4% | -17.0% | -9.4% | -25.0% |
| 10Y | +106.3% | +16.7% | +89.5% | +116.9% |
| All | +452.7% | +100.6% | +352.1% | +724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling