+114.4%
JCI vs VCLT
-17.2%
+131.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.7% | -1.4% | +2.1% | +1.5% |
| 30D | -4.4% | -1.2% | -3.3% | -3.9% |
| 3M | +1.7% | -4.8% | +6.4% | +4.3% |
| 6M | +8.8% | -2.6% | +11.4% | +10.3% |
| YTD | +22.6% | -3.3% | +26.0% | +24.8% |
| 1Y | +36.2% | -4.8% | +41.0% | +39.7% |
| 3Y | +168.0% | +11.5% | +156.5% | +150.8% |
| All | +114.4% | -17.2% | +131.6% | +125.2% |
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