+620.3%
JNJ vs VXUS
+179.6%
+440.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | +2.7% | +1.0% | +1.7% | +2.2% |
| 30D | +7.4% | +2.2% | +5.2% | +6.4% |
| 3M | +21.2% | +3.0% | +18.3% | +19.2% |
| 6M | +13.4% | +10.7% | +2.7% | +7.8% |
| YTD | +35.1% | +17.8% | +17.3% | +24.8% |
| 1Y | +57.4% | +27.6% | +29.9% | +40.2% |
| 3Y | +86.8% | +73.3% | +13.5% | +43.4% |
| 5Y | +80.8% | +54.3% | +26.5% | +45.3% |
| 10Y | +202.7% | +149.8% | +52.9% | +87.1% |
| All | +620.3% | +179.6% | +440.7% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling