+42.3%
JHX vs VFC
-10.6%
+52.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.6% |
| 7D | -6.3% | -1.4% | -4.9% | -5.8% |
| 30D | -7.7% | -9.0% | +1.2% | -4.6% |
| 3M | +19.2% | -24.2% | +43.3% | +29.9% |
| 6M | +38.3% | -18.5% | +56.8% | +47.9% |
| YTD | +37.2% | -25.9% | +63.1% | +50.0% |
| 1Y | +42.3% | -13.0% | +55.3% | +50.0% |
| All | +42.3% | -10.6% | +52.9% | +50.0% |
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