+103.2%
JCI vs VFC
-67.2%
+170.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.9% | +3.5% | -9.4% | -6.5% |
| 30D | -10.4% | +38.3% | -48.6% | -15.6% |
| 3M | -6.1% | +40.2% | -46.3% | -11.9% |
| 6M | +1.7% | +10.6% | -8.9% | -1.2% |
| YTD | +18.9% | +16.7% | +2.1% | +13.6% |
| 1Y | +16.1% | +45.0% | -28.9% | +6.1% |
| 3Y | +187.8% | +48.8% | +139.0% | +138.4% |
| 5Y | +103.2% | -67.6% | +170.8% | +201.3% |
| All | +103.2% | -67.2% | +170.4% | +201.3% |
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