+1,071.9%
VTI vs JHX
+2,243.5%
-1,171.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.9% | -6.3% | +5.4% | +0.5% |
| 30D | -1.4% | -7.7% | +6.3% | +0.2% |
| 3M | +3.6% | +19.2% | -15.6% | -0.7% |
| 6M | +13.6% | +38.3% | -24.7% | +4.6% |
| YTD | +12.9% | +37.2% | -24.3% | +3.8% |
| 1Y | +17.2% | +42.3% | -25.1% | +6.3% |
| 3Y | +75.7% | -4.4% | +80.1% | +64.1% |
| 5Y | +75.4% | -26.4% | +101.8% | +70.2% |
| 10Y | +303.3% | +106.3% | +197.1% | +197.1% |
| All | +1,071.9% | +2,243.5% | -1,171.6% | +465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling