+10.7%
JHX vs VLTO
+55.4%
-44.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.5% |
| 7D | -3.8% | +0.8% | -4.6% | -4.2% |
| 30D | +11.7% | +18.7% | -7.0% | +2.3% |
| 3M | -10.7% | +21.7% | -32.4% | -19.3% |
| 6M | +36.5% | +35.8% | +0.7% | +16.1% |
| YTD | +32.8% | +18.3% | +14.6% | +21.3% |
| 1Y | +62.5% | +20.9% | +41.6% | +46.2% |
| 3Y | -5.7% | +68.8% | -74.6% | -24.5% |
| All | +10.7% | +55.4% | -44.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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