+6.0%
VWO vs JHX
+44.7%
-38.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +0.2% |
| 7D | -1.3% | +13.3% | -14.6% | -3.6% |
| 30D | -7.1% | +17.1% | -24.3% | -9.9% |
| 3M | -6.1% | +4.1% | -10.2% | -7.0% |
| 6M | -3.9% | +48.5% | -52.4% | -12.0% |
| YTD | +5.0% | +42.3% | -37.3% | -2.8% |
| 1Y | +6.0% | +47.4% | -41.4% | -2.0% |
| All | +6.0% | +44.7% | -38.7% | -2.0% |
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