+202.0%
JNJ vs VT
+222.7%
-20.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +7.4% | +1.0% | +6.4% | +6.9% |
| 3M | +21.2% | +2.4% | +18.8% | +19.6% |
| 6M | +13.4% | +12.0% | +1.4% | +7.3% |
| YTD | +35.1% | +15.3% | +19.8% | +26.0% |
| 1Y | +57.4% | +22.6% | +34.9% | +42.5% |
| 3Y | +86.8% | +74.7% | +12.1% | +39.8% |
| 5Y | +80.8% | +66.1% | +14.7% | +37.9% |
| All | +202.0% | +222.7% | -20.7% | +50.9% |
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