+108.1%
JCI vs VCIT
+3.9%
+104.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.3% |
| 30D | -6.9% | +1.0% | -8.0% | -8.0% |
| 3M | -6.3% | -1.4% | -4.9% | -5.2% |
| 6M | +2.6% | -2.1% | +4.7% | +4.5% |
| YTD | +21.8% | -1.8% | +23.6% | +23.8% |
| 1Y | +19.6% | -1.4% | +21.0% | +21.2% |
| 3Y | +194.9% | +19.3% | +175.7% | +149.0% |
| 5Y | +108.1% | +4.1% | +104.0% | +95.7% |
| All | +108.1% | +3.9% | +104.3% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling