+1,104.0%
JCI vs VCIT
+95.6%
+1,008.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +8.4% | -1.4% | +9.8% | +9.3% |
| 30D | -8.9% | +0.8% | -9.7% | -9.4% |
| 3M | -6.4% | -1.7% | -4.7% | -5.6% |
| 6M | +1.6% | -2.1% | +3.7% | +2.8% |
| YTD | +20.1% | -2.0% | +22.1% | +21.4% |
| 1Y | +17.2% | -1.5% | +18.7% | +18.2% |
| 3Y | +190.7% | +19.0% | +171.8% | +165.3% |
| 5Y | +99.9% | +3.8% | +96.1% | +89.9% |
| 10Y | +301.8% | +30.6% | +271.2% | +291.8% |
| All | +1,104.0% | +95.6% | +1,008.4% | +1,392.9% |
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