+169.7%
VEA vs JHX
+507.8%
-338.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -1.5% | -6.3% | +4.9% | +0.3% |
| 30D | -0.8% | -7.7% | +6.9% | +1.3% |
| 3M | +2.5% | +19.2% | -16.7% | -2.8% |
| 6M | +11.1% | +38.3% | -27.1% | +0.5% |
| YTD | +17.2% | +37.2% | -20.0% | +5.8% |
| 1Y | +24.5% | +42.3% | -17.8% | +10.4% |
| 3Y | +75.4% | -4.4% | +79.8% | +60.6% |
| 5Y | +61.1% | -26.4% | +87.5% | +54.7% |
| 10Y | +163.1% | +106.3% | +56.9% | +72.1% |
| All | +169.7% | +507.8% | -338.1% | +0.7% |
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