+421.8%
JCI vs VIG
+623.5%
-201.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +3.8% | -0.4% | +4.3% | +4.3% |
| 30D | -5.7% | -1.0% | -4.7% | -4.7% |
| 3M | -1.4% | +2.8% | -4.2% | -4.3% |
| 6M | +4.1% | +8.2% | -4.1% | -4.5% |
| YTD | +21.7% | +11.0% | +10.7% | +8.4% |
| 1Y | +36.1% | +16.1% | +20.0% | +15.3% |
| 3Y | +154.4% | +56.2% | +98.3% | +56.8% |
| 5Y | +112.0% | +63.0% | +49.0% | +25.8% |
| 10Y | +322.2% | +241.4% | +80.8% | +10.2% |
| All | +421.8% | +623.5% | -201.7% | -44.4% |
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