+180.6%
VXUS vs JHX
+561.5%
-380.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.2% |
| 30D | +0.7% | -5.0% | +5.7% | +1.9% |
| 3M | +4.8% | +24.5% | -19.7% | -1.5% |
| 6M | +11.3% | +34.9% | -23.6% | +1.9% |
| YTD | +16.5% | +39.3% | -22.8% | +5.4% |
| 1Y | +24.3% | +48.6% | -24.3% | +9.8% |
| 3Y | +74.5% | -2.0% | +76.5% | +59.2% |
| 5Y | +54.3% | -24.4% | +78.7% | +47.6% |
| 10Y | +150.1% | +109.4% | +40.7% | +63.1% |
| All | +180.6% | +561.5% | -380.9% | +10.2% |
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 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