+340.5%
JCI vs VEU
+155.0%
+185.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.2% |
| 7D | +0.7% | -1.4% | +2.2% | +2.2% |
| 30D | -4.4% | -0.4% | -4.0% | -4.1% |
| 3M | +1.7% | +2.5% | -0.9% | -0.7% |
| 6M | +8.8% | +11.1% | -2.4% | -2.0% |
| YTD | +22.6% | +16.5% | +6.1% | +5.5% |
| 1Y | +36.2% | +22.9% | +13.3% | +11.2% |
| 3Y | +168.0% | +73.4% | +94.6% | +56.7% |
| 5Y | +113.5% | +56.1% | +57.4% | +37.8% |
| All | +340.5% | +155.0% | +185.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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