+673.2%
JNJ vs VEA
+169.3%
+503.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.8% | +1.9% | -2.6% | -1.5% |
| 30D | +4.3% | +0.8% | +3.6% | +3.9% |
| 3M | +16.5% | +5.7% | +10.8% | +13.4% |
| 6M | +13.1% | +13.3% | -0.2% | +6.6% |
| YTD | +32.1% | +18.4% | +13.7% | +22.0% |
| 1Y | +54.5% | +27.0% | +27.5% | +38.3% |
| 3Y | +82.5% | +79.3% | +3.3% | +39.4% |
| 5Y | +80.0% | +62.1% | +17.9% | +41.9% |
| 10Y | +195.7% | +160.3% | +35.4% | +85.9% |
| All | +673.2% | +169.3% | +503.9% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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