+296.4%
JNJ vs VTEB
+25.1%
+271.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.3% | -1.2% | -3.1% | -3.9% |
| 30D | +3.0% | -2.9% | +5.9% | +4.1% |
| 3M | +12.2% | -3.2% | +15.4% | +13.5% |
| 6M | +10.5% | -2.6% | +13.1% | +11.5% |
| YTD | +30.8% | -1.8% | +32.6% | +31.6% |
| 1Y | +54.9% | +0.2% | +54.7% | +54.8% |
| 3Y | +80.7% | +8.2% | +72.4% | +76.0% |
| 5Y | +83.4% | +0.8% | +82.6% | +82.6% |
| 10Y | +195.7% | +17.7% | +178.0% | +210.2% |
| All | +296.4% | +25.1% | +271.3% | +365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling