-0.5%
VRT vs JHX
+39.5%
-40.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.2% | -6.4% | -8.5% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | -2.7% | -5.0% | +2.3% | -0.9% |
| 3M | -9.2% | +24.5% | -33.6% | -16.2% |
| 6M | -0.5% | +34.9% | -35.4% | -10.6% |
| All | -0.5% | +39.5% | -40.0% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling