+36.1%
JCI vs VFC
-6.8%
+43.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.6% |
| 7D | +3.8% | -1.6% | +5.4% | +4.0% |
| 30D | -5.7% | -11.6% | +6.0% | -4.3% |
| 3M | -1.4% | -18.1% | +16.7% | +0.3% |
| 6M | +4.1% | -27.4% | +31.5% | +6.7% |
| YTD | +21.7% | -24.8% | +46.6% | +23.9% |
| 1Y | +36.1% | -8.2% | +44.3% | +32.0% |
| All | +36.1% | -6.8% | +43.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling