+112.4%
JCI vs VFC
-78.2%
+190.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.3% |
| 7D | +5.1% | +0.8% | +4.3% | +4.9% |
| 30D | -3.8% | -11.9% | +8.1% | -1.7% |
| 3M | +1.9% | -20.2% | +22.0% | +5.4% |
| 6M | +11.2% | -23.0% | +34.2% | +15.2% |
| YTD | +22.9% | -26.2% | +49.2% | +28.0% |
| 1Y | +37.4% | -13.3% | +50.7% | +37.6% |
| 3Y | +167.8% | -25.5% | +193.3% | +155.1% |
| All | +112.4% | -78.2% | +190.6% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling