+297.8%
VTI vs JHX
+106.3%
+191.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.9% | -6.3% | +5.4% | +0.7% |
| 30D | -1.4% | -7.7% | +6.3% | +0.4% |
| 3M | +3.6% | +19.2% | -15.6% | -1.3% |
| 6M | +13.6% | +38.3% | -24.7% | +3.4% |
| YTD | +12.9% | +37.2% | -24.3% | +2.6% |
| 1Y | +17.2% | +42.3% | -25.1% | +4.8% |
| 3Y | +75.7% | -4.4% | +80.1% | +60.8% |
| 5Y | +75.4% | -26.4% | +101.8% | +68.9% |
| All | +297.8% | +106.3% | +191.5% | +163.6% |
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