+633.1%
JNJ vs VT
+346.0%
+287.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +1.1% | -2.3% | +3.4% | +2.2% |
| 30D | +6.9% | -5.0% | +11.8% | +9.3% |
| 3M | +8.0% | -4.9% | +12.9% | +10.4% |
| 6M | +24.3% | -1.5% | +25.8% | +24.5% |
| YTD | +35.6% | +8.5% | +27.1% | +29.5% |
| 1Y | +51.1% | +11.4% | +39.7% | +42.4% |
| 3Y | +98.3% | +70.1% | +28.2% | +50.0% |
| 5Y | +94.3% | +53.7% | +40.6% | +52.5% |
| 10Y | +214.9% | +220.0% | -5.0% | +67.8% |
| All | +633.1% | +346.0% | +287.1% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling