+84.2%
JNJ vs VTI
+74.4%
+9.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.4% |
| 30D | +2.3% | -1.4% | +3.8% | +2.5% |
| 3M | +12.0% | +3.6% | +8.4% | +11.3% |
| 6M | +10.5% | +13.6% | -3.1% | +8.0% |
| YTD | +30.4% | +12.9% | +17.5% | +27.5% |
| 1Y | +52.1% | +17.2% | +34.9% | +47.7% |
| 3Y | +77.8% | +75.7% | +2.1% | +55.8% |
| All | +84.2% | +74.4% | +9.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 5y: compounded portfolio wealth divided by compounded VTI 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…
5y analysis · Full analysis span regression · 6 months rolling