+47.4%
JHX vs VIVK
-100.0%
+147.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -27.5% | +35.7% | +8.5% |
| 7D | +13.3% | -68.7% | +81.9% | +14.3% |
| 30D | +17.1% | -90.0% | +107.2% | +19.4% |
| 3M | +4.1% | -98.1% | +102.1% | +7.9% |
| 6M | +48.5% | -99.9% | +148.4% | +58.7% |
| YTD | +42.3% | -99.9% | +142.2% | +51.7% |
| 1Y | +47.4% | -100.0% | +147.4% | +91.1% |
| All | +47.4% | -100.0% | +147.4% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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