+111.9%
JCI vs VEU
+55.0%
+56.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.2% |
| 7D | +4.1% | +0.3% | +3.8% | +3.8% |
| 30D | -3.8% | +0.7% | -4.5% | -4.5% |
| 3M | -1.6% | +4.7% | -6.3% | -6.0% |
| 6M | +9.5% | +11.6% | -2.1% | -2.3% |
| YTD | +21.7% | +16.8% | +4.9% | +3.4% |
| 1Y | +37.1% | +24.9% | +12.3% | +8.7% |
| 3Y | +165.2% | +75.7% | +89.4% | +46.5% |
| All | +111.9% | +55.0% | +56.8% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling