+2,486.9%
VRT vs JHX
+86.1%
+2,400.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.2% |
| 7D | -8.4% | -6.3% | -2.0% | -6.0% |
| 30D | -10.9% | -7.7% | -3.1% | -8.1% |
| 3M | -13.7% | +19.2% | -32.9% | -19.5% |
| 6M | -4.1% | +38.3% | -42.4% | -16.1% |
| YTD | +58.7% | +37.2% | +21.5% | +39.7% |
| 1Y | +89.6% | +42.3% | +47.3% | +63.1% |
| 3Y | +558.1% | -4.4% | +562.5% | +489.1% |
| 5Y | +953.0% | -26.4% | +979.3% | +909.3% |
| All | +2,486.9% | +86.1% | +2,400.7% | +1,561.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling