+147.3%
VXUS vs JHX
+106.3%
+41.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.4% | -6.3% | +4.9% | +0.1% |
| 30D | -0.5% | -7.7% | +7.3% | +1.4% |
| 3M | +2.6% | +19.2% | -16.6% | -2.0% |
| 6M | +10.9% | +38.3% | -27.4% | +1.6% |
| YTD | +16.1% | +37.2% | -21.1% | +6.4% |
| 1Y | +22.3% | +42.3% | -20.0% | +10.4% |
| 3Y | +72.0% | -4.4% | +76.4% | +58.8% |
| 5Y | +54.1% | -26.4% | +80.5% | +49.2% |
| All | +147.3% | +106.3% | +41.0% | +70.2% |
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