+17.2%
VTI vs JHX
+43.8%
-26.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -0.9% | -6.3% | +5.4% | 0.0% |
| 30D | -1.4% | -7.7% | +6.3% | -0.4% |
| 3M | +3.6% | +19.2% | -15.6% | +0.8% |
| 6M | +13.6% | +38.3% | -24.7% | +7.2% |
| YTD | +12.9% | +37.2% | -24.3% | +6.8% |
| 1Y | +17.2% | +42.3% | -25.1% | +11.1% |
| All | +17.2% | +43.8% | -26.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling