+950.1%
JHX vs VT
+357.6%
+592.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +4.6% |
| 7D | +7.7% | +0.4% | +7.3% | +7.4% |
| 30D | +19.2% | -2.6% | +21.8% | +22.9% |
| 3M | -1.0% | -3.2% | +2.3% | +3.0% |
| 6M | +42.7% | +0.9% | +41.8% | +42.1% |
| YTD | +44.3% | +11.3% | +33.0% | +30.0% |
| 1Y | +72.2% | +14.0% | +58.2% | +50.9% |
| 3Y | +1.1% | +75.8% | -74.7% | -44.4% |
| 5Y | -23.6% | +57.8% | -81.4% | -51.9% |
| 10Y | +134.6% | +219.8% | -85.2% | -25.9% |
| All | +950.1% | +357.6% | +592.5% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling