+80.2%
JCI vs VG
-46.6%
+126.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +2.2% |
| 7D | +2.9% | +5.5% | -2.6% | +2.6% |
| 30D | -6.9% | -3.6% | -3.4% | -6.8% |
| 3M | -6.3% | -4.0% | -2.3% | -6.2% |
| 6M | +2.6% | +9.4% | -6.8% | +1.5% |
| YTD | +21.8% | +86.6% | -64.8% | +12.8% |
| 1Y | +19.6% | +69.5% | -49.9% | +11.6% |
| All | +80.2% | -46.6% | +126.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling