+57.4%
JNJ vs VTEB
+3.1%
+54.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | -0.8% | +3.4% | +3.1% |
| 30D | +7.4% | -1.3% | +8.7% | +8.1% |
| 3M | +21.2% | -2.1% | +23.4% | +22.8% |
| 6M | +13.4% | -1.7% | +15.1% | +14.4% |
| YTD | +35.1% | -0.6% | +35.7% | +35.1% |
| 1Y | +57.4% | +3.1% | +54.4% | +59.2% |
| All | +57.4% | +3.1% | +54.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling