+108.8%
JCI vs VIAV
+128.3%
-19.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.1% | -0.4% |
| 7D | +0.4% | +11.2% | -10.8% | -2.3% |
| 30D | -7.7% | -2.6% | -5.1% | -7.8% |
| 3M | +2.8% | -20.1% | +22.9% | +6.7% |
| 6M | +7.2% | +25.8% | -18.6% | -1.9% |
| YTD | +20.0% | +109.9% | -89.9% | -5.0% |
| 1Y | +33.3% | +214.3% | -181.0% | -6.2% |
| 3Y | +161.3% | +281.6% | -120.3% | +69.5% |
| 5Y | +108.8% | +132.6% | -23.8% | +52.9% |
| All | +108.8% | +128.3% | -19.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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