+222.7%
VT vs JHX
+110.0%
+112.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.1% |
| 7D | +2.9% | -3.8% | +6.7% | +3.8% |
| 30D | -2.5% | +11.7% | -14.2% | -5.3% |
| 3M | -3.3% | -10.7% | +7.4% | -1.1% |
| 6M | +1.5% | +36.5% | -35.0% | -6.9% |
| YTD | +11.4% | +32.8% | -21.5% | +2.0% |
| 1Y | +11.9% | +62.5% | -50.6% | -2.6% |
| 3Y | +73.9% | -5.7% | +79.6% | +60.3% |
| 5Y | +57.9% | -32.2% | +90.1% | +55.7% |
| All | +222.7% | +110.0% | +112.8% | +115.6% |
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 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