+68.3%
JCI vs VG
-51.4%
+119.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -9.4% | -22.0% | +12.6% | -8.4% |
| 30D | -13.4% | -11.6% | -1.8% | -12.9% |
| 3M | -12.4% | -14.9% | +2.5% | -11.8% |
| 6M | -5.1% | -3.5% | -1.6% | -5.5% |
| YTD | +13.7% | +70.0% | -56.2% | +5.8% |
| 1Y | +11.4% | +50.0% | -38.6% | +4.6% |
| All | +68.3% | -51.4% | +119.6% | +65.8% |
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