+221.6%
VT vs JHX
+104.2%
+117.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -0.8% |
| 30D | -1.4% | -9.3% | +7.9% | +0.8% |
| 3M | +4.7% | +28.1% | -23.4% | -1.9% |
| 6M | +11.4% | +35.2% | -23.9% | +2.2% |
| YTD | +13.1% | +35.9% | -22.8% | +3.3% |
| 1Y | +19.0% | +42.5% | -23.5% | +6.8% |
| 3Y | +73.9% | -4.5% | +78.4% | +59.6% |
| 5Y | +65.4% | -27.1% | +92.5% | +59.9% |
| All | +221.6% | +104.2% | +117.4% | +116.5% |
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