+622.8%
JNJ vs VT
+345.0%
+277.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +0.4% |
| 7D | -1.0% | -4.2% | +3.1% | +0.9% |
| 30D | +6.9% | -5.8% | +12.7% | +9.8% |
| 3M | +6.2% | -5.2% | +11.5% | +8.8% |
| 6M | +22.0% | +0.1% | +21.9% | +21.3% |
| YTD | +33.7% | +8.2% | +25.5% | +27.8% |
| 1Y | +49.7% | +10.1% | +39.6% | +41.9% |
| 3Y | +96.0% | +69.7% | +26.3% | +48.4% |
| 5Y | +91.6% | +53.4% | +38.2% | +50.5% |
| 10Y | +210.5% | +219.2% | -8.7% | +65.6% |
| All | +622.8% | +345.0% | +277.8% | +186.0% |
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