-23.6%
JHX vs VT
+57.4%
-80.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +3.9% |
| 7D | +7.7% | +0.4% | +7.3% | +7.3% |
| 30D | +19.2% | -2.6% | +21.8% | +23.6% |
| 3M | -1.0% | -3.2% | +2.3% | +3.8% |
| 6M | +42.7% | +0.9% | +41.8% | +41.6% |
| YTD | +44.3% | +11.3% | +33.0% | +26.5% |
| 1Y | +72.2% | +14.0% | +58.2% | +46.1% |
| 3Y | +1.1% | +75.8% | -74.7% | -51.5% |
| 5Y | -23.6% | +57.8% | -81.4% | -58.0% |
| All | -23.6% | +57.4% | -80.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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