+1,091.9%
JCI vs VCIT
+96.1%
+995.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -10.4% | +1.1% | -11.5% | -11.0% |
| 3M | -6.1% | -1.4% | -4.7% | -5.5% |
| 6M | +1.7% | -2.3% | +4.0% | +3.0% |
| YTD | +18.9% | -1.8% | +20.7% | +20.1% |
| 1Y | +16.1% | -1.0% | +17.1% | +16.8% |
| 3Y | +187.8% | +19.3% | +168.6% | +162.3% |
| 5Y | +103.2% | +3.8% | +99.4% | +93.0% |
| 10Y | +288.2% | +30.6% | +257.6% | +277.6% |
| All | +1,091.9% | +96.1% | +995.8% | +1,376.1% |
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