+2,307.7%
JCI vs VFC
+845.1%
+1,462.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +3.8% | -1.6% | +5.4% | +4.3% |
| 30D | -5.7% | -11.6% | +6.0% | -2.3% |
| 3M | -1.4% | -18.1% | +16.7% | +3.2% |
| 6M | +4.1% | -27.4% | +31.5% | +12.1% |
| YTD | +21.7% | -24.8% | +46.6% | +29.0% |
| 1Y | +36.1% | -8.2% | +44.3% | +34.0% |
| 3Y | +154.4% | -29.1% | +183.5% | +135.9% |
| 5Y | +112.0% | -79.2% | +191.2% | +188.8% |
| 10Y | +322.2% | -68.1% | +390.3% | +373.2% |
| All | +2,307.7% | +845.1% | +1,462.6% | +988.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling