+101.6%
JHX vs VO
+200.3%
-98.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.1% |
| 7D | -6.3% | -1.5% | -4.8% | -4.5% |
| 30D | -7.7% | -3.0% | -4.7% | -4.2% |
| 3M | +19.2% | +2.8% | +16.3% | +15.7% |
| 6M | +38.3% | +10.9% | +27.3% | +24.1% |
| YTD | +37.2% | +12.5% | +24.7% | +21.5% |
| 1Y | +42.3% | +12.0% | +30.3% | +26.8% |
| 3Y | -4.4% | +56.3% | -60.7% | -41.2% |
| 5Y | -26.4% | +42.9% | -69.3% | -49.9% |
| All | +101.6% | +200.3% | -98.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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