+66.0%
VT vs JHX
-24.7%
+90.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | 0.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.5% |
| 30D | -0.7% | -5.0% | +4.3% | +0.2% |
| 3M | +4.0% | +24.5% | -20.5% | -0.7% |
| 6M | +12.3% | +34.9% | -22.6% | +5.0% |
| YTD | +14.0% | +39.3% | -25.3% | +5.8% |
| 1Y | +20.3% | +48.6% | -28.3% | +9.7% |
| 3Y | +75.4% | -2.0% | +77.5% | +61.5% |
| 5Y | +66.0% | -24.4% | +90.4% | +61.3% |
| All | +66.0% | -24.7% | +90.6% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling