+965.9%
JHX vs VT
+374.2%
+591.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +1.5% | +0.4% | +1.1% | +1.1% |
| 30D | +7.2% | +1.0% | +6.2% | +6.2% |
| 3M | +29.9% | +2.4% | +27.5% | +27.0% |
| 6M | +35.4% | +12.0% | +23.4% | +20.7% |
| YTD | +46.5% | +15.3% | +31.1% | +26.6% |
| 1Y | +55.5% | +22.6% | +32.9% | +25.5% |
| 3Y | -0.4% | +74.7% | -75.1% | -44.8% |
| 5Y | -23.3% | +66.1% | -89.5% | -54.4% |
| 10Y | +111.1% | +225.0% | -113.9% | -34.7% |
| All | +965.9% | +374.2% | +591.7% | +132.0% |
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 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