+22.1%
JHX vs VLTO
+27.2%
-5.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | +1.5% | -2.3% | +3.8% | +2.7% |
| 30D | +7.2% | -0.9% | +8.0% | +7.6% |
| 3M | +29.9% | +13.8% | +16.1% | +21.2% |
| 6M | +35.4% | +2.0% | +33.4% | +33.6% |
| YTD | +46.5% | -3.2% | +49.6% | +48.3% |
| 1Y | +55.5% | -9.2% | +64.7% | +63.1% |
| All | +22.1% | +27.2% | -5.1% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling