+166.3%
JHX vs VTEB
+25.5%
+140.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.5% |
| 7D | -6.3% | -0.9% | -5.4% | -5.1% |
| 30D | -7.7% | -2.5% | -5.2% | -4.5% |
| 3M | +19.2% | -3.0% | +22.1% | +24.2% |
| 6M | +38.3% | -2.1% | +40.4% | +43.0% |
| YTD | +37.2% | -1.5% | +38.7% | +40.8% |
| 1Y | +42.3% | +0.2% | +42.1% | +43.2% |
| 3Y | -4.4% | +8.6% | -13.0% | -11.9% |
| 5Y | -26.4% | +1.2% | -27.6% | -27.7% |
| 10Y | +106.3% | +18.1% | +88.2% | +133.7% |
| All | +166.3% | +25.5% | +140.8% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling