+330.8%
JCI vs VMC
+154.4%
+176.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | +0.4% | -3.7% | +4.1% | +2.0% |
| 30D | -7.7% | -12.8% | +5.0% | -2.2% |
| 3M | +2.8% | -7.9% | +10.7% | +5.7% |
| 6M | +7.2% | -7.5% | +14.8% | +9.9% |
| YTD | +20.0% | -11.6% | +31.6% | +24.5% |
| 1Y | +33.3% | -14.3% | +47.5% | +39.8% |
| 3Y | +161.3% | +18.5% | +142.8% | +134.9% |
| 5Y | +108.8% | +46.8% | +62.0% | +69.1% |
| All | +330.8% | +154.4% | +176.4% | +183.4% |
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