+1,120.8%
JCI vs VCIT
+98.3%
+1,022.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -0.3% | +4.2% | +4.0% |
| 30D | -5.7% | -0.8% | -4.9% | -5.3% |
| 3M | -1.4% | -1.0% | -0.4% | -0.8% |
| 6M | +4.1% | -1.8% | +6.0% | +5.3% |
| YTD | +21.7% | -0.7% | +22.4% | +22.3% |
| 1Y | +36.1% | +1.0% | +35.2% | +35.5% |
| 3Y | +154.4% | +18.8% | +135.6% | +132.3% |
| 5Y | +112.0% | +3.5% | +108.6% | +101.1% |
| 10Y | +322.2% | +29.2% | +293.0% | +304.9% |
| All | +1,120.8% | +98.3% | +1,022.5% | +1,403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling