+905.7%
JNJ vs VTI
+953.2%
-47.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | +2.5% | -1.6% | +4.1% | +3.3% |
| 3M | +13.2% | +3.6% | +9.7% | +11.0% |
| 6M | +11.3% | +13.0% | -1.8% | +4.1% |
| YTD | +31.1% | +12.7% | +18.4% | +22.7% |
| 1Y | +54.3% | +18.4% | +36.0% | +40.6% |
| 3Y | +81.1% | +76.4% | +4.7% | +31.1% |
| 5Y | +82.7% | +73.7% | +9.0% | +30.6% |
| 10Y | +196.5% | +302.5% | -106.0% | +29.4% |
| All | +905.7% | +953.2% | -47.5% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling