+293.5%
JCI vs VFC
-48.6%
+342.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.8% |
| 30D | -8.6% | +25.5% | -34.1% | -13.8% |
| 3M | -7.7% | +41.3% | -49.0% | -15.7% |
| 6M | -2.6% | +22.2% | -24.8% | -8.8% |
| YTD | +17.4% | +16.4% | +1.0% | +10.2% |
| 1Y | +16.9% | +38.4% | -21.5% | +4.4% |
| 3Y | +186.7% | +56.2% | +130.5% | +116.2% |
| 5Y | +95.4% | -68.2% | +163.5% | +161.1% |
| All | +293.5% | -48.6% | +342.2% | +315.6% |
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