+1,120.8%
JCI vs VCLT
+103.4%
+1,017.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | -1.4% | -3.2% | +1.8% | -0.6% |
| 6M | +4.1% | -3.8% | +7.9% | +5.1% |
| YTD | +21.7% | -2.0% | +23.8% | +22.3% |
| 1Y | +36.1% | -0.8% | +36.9% | +36.4% |
| 3Y | +154.4% | +12.3% | +142.2% | +147.6% |
| 5Y | +112.0% | -15.4% | +127.4% | +111.7% |
| 10Y | +322.2% | +15.7% | +306.5% | +337.3% |
| All | +1,120.8% | +103.4% | +1,017.3% | +1,551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling