+57.4%
JNJ vs VXUS
+28.0%
+29.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.8% |
| 30D | +7.4% | +2.2% | +5.2% | +7.5% |
| 3M | +21.2% | +3.0% | +18.3% | +21.6% |
| 6M | +13.4% | +10.7% | +2.7% | +12.2% |
| YTD | +35.1% | +17.8% | +17.3% | +32.8% |
| 1Y | +57.4% | +27.6% | +29.9% | +52.8% |
| All | +57.4% | +28.0% | +29.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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