+98.0%
VCIT vs JHX
+507.7%
-409.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -0.3% | +1.5% | -1.9% | -0.4% |
| 30D | -0.8% | +7.2% | -7.9% | -0.9% |
| 3M | -1.0% | +29.9% | -30.9% | -1.7% |
| 6M | -1.8% | +35.4% | -37.2% | -2.7% |
| YTD | -0.7% | +46.5% | -47.2% | -1.8% |
| 1Y | +1.0% | +55.5% | -54.5% | -0.3% |
| 3Y | +18.8% | -0.4% | +19.3% | +17.9% |
| 5Y | +3.5% | -23.3% | +26.8% | +2.5% |
| 10Y | +29.2% | +111.1% | -81.9% | +26.1% |
| All | +98.0% | +507.7% | -409.7% | +94.6% |
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