+2,263.5%
VGT vs JHX
+797.1%
+1,466.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.2% | -6.3% | +6.2% | +1.4% |
| 30D | -0.4% | -7.7% | +7.3% | +1.5% |
| 3M | +4.4% | +19.2% | -14.7% | -0.5% |
| 6M | +32.1% | +38.3% | -6.2% | +20.4% |
| YTD | +28.8% | +37.2% | -8.4% | +17.2% |
| 1Y | +35.3% | +42.3% | -6.9% | +21.3% |
| 3Y | +124.8% | -4.4% | +129.2% | +108.8% |
| 5Y | +137.9% | -26.4% | +164.3% | +131.4% |
| 10Y | +814.2% | +106.3% | +708.0% | +562.3% |
| All | +2,263.5% | +797.1% | +1,466.3% | +1,005.1% |
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