+307.6%
JCI vs VFC
-47.4%
+355.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +2.9% | -1.4% | +4.3% | +3.3% |
| 30D | -6.9% | +30.7% | -37.7% | -13.2% |
| 3M | -6.3% | +40.6% | -46.9% | -14.3% |
| 6M | +2.6% | +16.5% | -13.9% | -2.7% |
| YTD | +21.8% | +16.2% | +5.6% | +14.5% |
| 1Y | +19.6% | +42.4% | -22.8% | +6.1% |
| 3Y | +194.9% | +48.1% | +146.9% | +126.5% |
| 5Y | +108.1% | -67.8% | +176.0% | +177.0% |
| 10Y | +307.6% | -48.5% | +356.1% | +330.6% |
| All | +307.6% | -47.4% | +355.1% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling