+293.5%
JCI vs VCLT
+21.5%
+272.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | +3.2% | -2.3% | +5.4% | +4.4% |
| 30D | -8.6% | +0.8% | -9.4% | -9.0% |
| 3M | -7.7% | -2.7% | -5.1% | -6.6% |
| 6M | -2.6% | -4.3% | +1.7% | -0.5% |
| YTD | +17.4% | -4.3% | +21.7% | +19.8% |
| 1Y | +16.9% | -4.4% | +21.3% | +19.4% |
| 3Y | +186.7% | +13.8% | +173.0% | +166.7% |
| 5Y | +95.4% | -17.0% | +112.3% | +110.1% |
| All | +293.5% | +21.5% | +272.0% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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