+123.4%
VRT vs JHX
+56.2%
+67.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.4% |
| 7D | +9.1% | +1.5% | +7.6% | +8.5% |
| 30D | +0.9% | +7.2% | -6.2% | -1.6% |
| 3M | -13.4% | +29.9% | -43.3% | -21.6% |
| 6M | +11.7% | +35.4% | -23.7% | -2.0% |
| YTD | +73.2% | +46.5% | +26.8% | +54.3% |
| 1Y | +123.4% | +55.5% | +67.9% | +93.9% |
| All | +123.4% | +56.2% | +67.2% | +93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling