-27.2%
JHX vs VIVK
-100.0%
+72.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.1% |
| 7D | -6.3% | -4.4% | -1.9% | -6.3% |
| 30D | -7.7% | -40.8% | +33.1% | -7.2% |
| 3M | +19.2% | -94.1% | +113.3% | +22.2% |
| 6M | +38.3% | -98.2% | +136.5% | +43.0% |
| YTD | +37.2% | -98.0% | +135.2% | +40.8% |
| 1Y | +42.3% | -100.0% | +142.2% | +52.1% |
| 3Y | -4.4% | -100.0% | +95.6% | +0.8% |
| All | -27.2% | -100.0% | +72.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling