+27.7%
JCI vs VMC
+3.7%
+24.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.6% | -10.9% | -6.8% |
| 7D | -10.7% | +12.3% | -23.0% | -12.3% |
| 30D | -10.4% | +21.2% | -31.6% | -13.3% |
| 3M | -8.3% | +4.6% | -12.9% | -8.5% |
| 6M | -2.1% | +3.9% | -6.0% | -2.7% |
| YTD | +18.4% | +5.0% | +13.4% | +16.6% |
| 1Y | +27.7% | +2.6% | +25.0% | +26.0% |
| All | +27.7% | +3.7% | +24.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling