+59.9%
VEA vs JHX
-27.7%
+87.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -1.5% | -6.3% | +4.9% | -0.2% |
| 30D | -0.8% | -7.7% | +6.9% | +0.7% |
| 3M | +2.5% | +19.2% | -16.7% | -1.3% |
| 6M | +11.1% | +38.3% | -27.1% | +3.5% |
| YTD | +17.2% | +37.2% | -20.0% | +9.1% |
| 1Y | +24.5% | +42.3% | -17.8% | +14.6% |
| 3Y | +75.4% | -4.4% | +79.8% | +63.0% |
| All | +59.9% | -27.7% | +87.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling