+340.5%
JCI vs VFC
-69.1%
+409.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.1% | +1.2% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | -4.4% | -9.0% | +4.5% | -2.3% |
| 3M | +1.7% | -24.2% | +25.8% | +7.8% |
| 6M | +8.8% | -18.5% | +27.3% | +12.6% |
| YTD | +22.6% | -25.9% | +48.5% | +29.3% |
| 1Y | +36.2% | -13.0% | +49.2% | +36.2% |
| 3Y | +168.0% | -20.3% | +188.3% | +140.6% |
| 5Y | +113.5% | -78.1% | +191.5% | +208.6% |
| All | +340.5% | -69.1% | +409.5% | +426.5% |
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