+633.9%
JNJ vs VXUS
+164.4%
+469.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +6.3% | -1.2% | +7.5% | +6.8% |
| 3M | +8.5% | -3.8% | +12.3% | +10.1% |
| 6M | +28.0% | -1.7% | +29.7% | +28.1% |
| YTD | +37.7% | +11.4% | +26.3% | +30.0% |
| 1Y | +47.9% | +13.3% | +34.6% | +38.6% |
| 3Y | +107.4% | +70.0% | +37.4% | +60.1% |
| 5Y | +97.7% | +48.1% | +49.7% | +61.3% |
| 10Y | +210.7% | +147.1% | +63.6% | +92.4% |
| All | +633.9% | +164.4% | +469.5% | +328.8% |
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 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