+2,279.7%
JHX vs VFC
+231.8%
+2,047.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.4% |
| 7D | +1.6% | -2.3% | +3.9% | +2.4% |
| 30D | -5.0% | -13.4% | +8.4% | -0.2% |
| 3M | +24.5% | -23.7% | +48.2% | +35.6% |
| 6M | +34.9% | -24.5% | +59.4% | +47.4% |
| YTD | +39.3% | -27.8% | +67.2% | +54.0% |
| 1Y | +48.6% | -13.5% | +62.0% | +52.1% |
| 3Y | -2.0% | -27.1% | +25.1% | -8.3% |
| 5Y | -24.4% | -79.0% | +54.6% | +12.2% |
| 10Y | +109.4% | -68.7% | +178.2% | +151.0% |
| All | +2,279.7% | +231.8% | +2,047.9% | +1,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling