+95.0%
VCIT vs JHX
+455.9%
-360.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +0.6% | +13.1% | -12.5% | +0.2% |
| 3M | -2.2% | -10.0% | +7.8% | -2.0% |
| 6M | -2.3% | +38.9% | -41.2% | -3.2% |
| YTD | -2.2% | +34.0% | -36.2% | -3.1% |
| 1Y | -1.4% | +66.0% | -67.3% | -2.7% |
| 3Y | +18.7% | -6.2% | +25.0% | +18.0% |
| 5Y | +3.6% | -31.6% | +35.2% | +2.9% |
| 10Y | +30.4% | +116.6% | -86.2% | +27.5% |
| All | +95.0% | +455.9% | -360.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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