+207.8%
JNJ vs VT
+223.7%
-15.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.0% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +7.9% | -2.6% | +10.5% | +9.1% |
| 3M | +9.4% | -3.2% | +12.6% | +10.8% |
| 6M | +28.8% | +0.9% | +27.9% | +27.7% |
| YTD | +38.5% | +11.3% | +27.2% | +31.0% |
| 1Y | +54.6% | +14.0% | +40.6% | +44.6% |
| 3Y | +108.4% | +75.8% | +32.6% | +54.8% |
| 5Y | +99.6% | +57.8% | +41.8% | +56.2% |
| 10Y | +207.8% | +219.8% | -12.0% | +58.7% |
| All | +207.8% | +223.7% | -15.9% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling