-27.2%
JHX vs VTEB
+1.2%
-28.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.1% |
| 7D | -6.3% | -0.9% | -5.4% | -4.1% |
| 30D | -7.7% | -2.5% | -5.2% | -1.6% |
| 3M | +19.2% | -3.0% | +22.1% | +28.8% |
| 6M | +38.3% | -2.1% | +40.4% | +47.1% |
| YTD | +37.2% | -1.5% | +38.7% | +44.1% |
| 1Y | +42.3% | +0.2% | +42.1% | +44.3% |
| 3Y | -4.4% | +8.6% | -13.0% | -18.2% |
| All | -27.2% | +1.2% | -28.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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