+304.3%
JCI vs VCIT
+28.8%
+275.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | -9.4% | +0.1% | -9.5% | -9.5% |
| 30D | -13.4% | +1.9% | -15.3% | -15.0% |
| 3M | -12.4% | -1.4% | -10.9% | -11.3% |
| 6M | -5.1% | -2.1% | -3.0% | -3.3% |
| YTD | +13.7% | -1.6% | +15.4% | +15.4% |
| 1Y | +11.4% | -0.9% | +12.3% | +12.3% |
| 3Y | +175.9% | +20.0% | +155.9% | +132.0% |
| 5Y | +98.4% | +3.1% | +95.3% | +90.2% |
| All | +304.3% | +28.8% | +275.5% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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