+57.4%
JNJ vs VWO
+23.1%
+34.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.8% |
| 30D | +7.4% | +2.4% | +5.0% | +7.7% |
| 3M | +21.2% | +2.0% | +19.2% | +21.8% |
| 6M | +13.4% | +10.7% | +2.7% | +12.6% |
| YTD | +35.1% | +14.4% | +20.7% | +34.1% |
| 1Y | +57.4% | +22.7% | +34.7% | +54.1% |
| All | +57.4% | +23.1% | +34.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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