+186.7%
JCI vs VEU
+70.2%
+116.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +3.2% | +2.1% | +1.1% | +1.2% |
| 30D | -8.6% | -0.9% | -7.7% | -7.6% |
| 3M | -7.7% | -5.4% | -2.4% | -2.4% |
| 6M | -2.6% | -1.8% | -0.8% | -0.6% |
| YTD | +17.4% | +10.9% | +6.4% | +5.9% |
| 1Y | +16.9% | +13.6% | +3.3% | +3.0% |
| 3Y | +186.7% | +69.3% | +117.5% | +70.2% |
| All | +186.7% | +70.2% | +116.5% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling