+2,250.8%
JCI vs VFC
+1,367.6%
+883.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.9% | +3.5% | -9.4% | -6.8% |
| 30D | -10.4% | +38.3% | -48.6% | -18.7% |
| 3M | -6.1% | +40.2% | -46.3% | -15.3% |
| 6M | +1.7% | +10.6% | -8.9% | -3.1% |
| YTD | +18.9% | +16.7% | +2.1% | +10.4% |
| 1Y | +16.1% | +45.0% | -28.9% | +0.5% |
| 3Y | +187.8% | +48.8% | +139.0% | +115.6% |
| 5Y | +103.2% | -67.6% | +170.8% | +143.0% |
| 10Y | +288.2% | -47.5% | +335.7% | +274.6% |
| All | +2,250.8% | +1,367.6% | +883.2% | +830.8% |
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