+95.0%
JCI vs VCLT
-16.7%
+111.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.0% |
| 7D | +3.2% | -2.3% | +5.4% | +4.4% |
| 30D | -8.6% | +0.8% | -9.4% | -9.1% |
| 3M | -7.7% | -2.7% | -5.1% | -6.6% |
| 6M | -2.6% | -4.3% | +1.7% | -0.4% |
| YTD | +17.4% | -4.3% | +21.7% | +19.9% |
| 1Y | +16.9% | -4.4% | +21.3% | +19.5% |
| 3Y | +186.7% | +13.8% | +173.0% | +164.9% |
| All | +95.0% | -16.7% | +111.7% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling