+101.6%
JHX vs VTRS
-48.4%
+150.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -6.3% | -2.2% | -4.1% | -5.7% |
| 30D | -7.7% | +3.3% | -11.1% | -8.7% |
| 3M | +19.2% | +2.0% | +17.2% | +18.2% |
| 6M | +38.3% | +19.9% | +18.3% | +30.9% |
| YTD | +37.2% | +35.7% | +1.5% | +25.2% |
| 1Y | +42.3% | +68.1% | -25.8% | +21.9% |
| 3Y | -4.4% | +87.1% | -91.5% | -22.4% |
| 5Y | -26.4% | +47.6% | -74.0% | -37.9% |
| All | +101.6% | -48.4% | +150.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling