+403.1%
JCI vs VIG
+655.8%
-252.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | +3.5% | -0.3% | -0.7% |
| 30D | -8.6% | +4.9% | -13.5% | -13.5% |
| 3M | -7.7% | +2.5% | -10.3% | -10.4% |
| 6M | -2.6% | +11.0% | -13.6% | -13.4% |
| YTD | +17.4% | +16.0% | +1.4% | -0.6% |
| 1Y | +16.9% | +17.5% | -0.6% | -2.5% |
| 3Y | +186.7% | +67.0% | +119.7% | +63.7% |
| 5Y | +95.4% | +64.8% | +30.6% | +14.2% |
| 10Y | +292.7% | +263.6% | +29.1% | -4.7% |
| All | +403.1% | +655.8% | -252.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling