+302.6%
JCI vs VMC
+126.5%
+176.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | +8.4% | -1.7% | +10.1% | +9.2% |
| 30D | -8.9% | +15.3% | -24.2% | -14.8% |
| 3M | -6.4% | +0.3% | -6.7% | -7.2% |
| 6M | +1.6% | +0.9% | +0.8% | -0.1% |
| YTD | +20.1% | -1.0% | +21.1% | +18.0% |
| 1Y | +17.2% | -4.3% | +21.6% | +17.0% |
| 3Y | +190.7% | +35.3% | +155.4% | +145.1% |
| 5Y | +99.9% | +44.4% | +55.5% | +61.2% |
| All | +302.6% | +126.5% | +176.2% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling