+101.6%
JHX vs VICR
+1,679.8%
-1,578.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -1.0% |
| 7D | -6.3% | +5.0% | -11.3% | -7.2% |
| 30D | -7.7% | -12.5% | +4.7% | -6.1% |
| 3M | +19.2% | -33.6% | +52.8% | +25.2% |
| 6M | +38.3% | +10.7% | +27.6% | +29.7% |
| YTD | +37.2% | +80.6% | -43.4% | +16.7% |
| 1Y | +42.3% | +288.4% | -246.1% | +3.3% |
| 3Y | -4.4% | +213.8% | -218.2% | -32.6% |
| 5Y | -26.4% | +58.8% | -85.2% | -45.7% |
| All | +101.6% | +1,679.8% | -1,578.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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