+330.8%
JCI vs VIG
+247.5%
+83.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | +0.4% | -2.2% | +2.6% | +3.0% |
| 30D | -7.7% | -3.2% | -4.5% | -4.3% |
| 3M | +2.8% | +3.0% | -0.3% | -0.7% |
| 6M | +7.2% | +8.1% | -0.9% | -1.6% |
| YTD | +20.0% | +9.1% | +10.9% | +9.0% |
| 1Y | +33.3% | +12.6% | +20.7% | +16.9% |
| 3Y | +161.3% | +55.4% | +105.9% | +63.2% |
| 5Y | +108.8% | +62.8% | +46.0% | +25.2% |
| All | +330.8% | +247.5% | +83.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling