+321.7%
VWO vs JHX
+817.9%
-496.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.8% | -6.3% | +4.5% | +0.1% |
| 30D | -0.1% | -7.7% | +7.6% | +2.2% |
| 3M | +2.2% | +19.2% | -16.9% | -3.6% |
| 6M | +8.8% | +38.3% | -29.5% | -2.7% |
| YTD | +12.4% | +37.2% | -24.8% | +0.4% |
| 1Y | +15.6% | +42.3% | -26.7% | +1.2% |
| 3Y | +62.5% | -4.4% | +66.9% | +46.8% |
| 5Y | +34.3% | -26.4% | +60.6% | +27.4% |
| 10Y | +114.8% | +106.3% | +8.5% | +31.7% |
| All | +321.7% | +817.9% | -496.2% | +18.7% |
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