+55.5%
JHX vs VFC
-6.8%
+62.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | +7.2% | -11.6% | +18.8% | +11.9% |
| 3M | +29.9% | -18.1% | +48.0% | +37.9% |
| 6M | +35.4% | -27.4% | +62.7% | +48.2% |
| YTD | +46.5% | -24.8% | +71.3% | +59.3% |
| 1Y | +55.5% | -8.2% | +63.7% | +62.5% |
| All | +55.5% | -6.8% | +62.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling