+108.1%
JCI vs VMC
+48.5%
+59.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +2.9% | -4.3% | +7.2% | +5.2% |
| 30D | -6.9% | +16.2% | -23.2% | -14.1% |
| 3M | -6.3% | -0.8% | -5.5% | -6.4% |
| 6M | +2.6% | +1.2% | +1.4% | +0.4% |
| YTD | +21.8% | +0.5% | +21.3% | +18.1% |
| 1Y | +19.6% | -2.9% | +22.5% | +18.2% |
| 3Y | +194.9% | +37.3% | +157.6% | +131.2% |
| 5Y | +108.1% | +48.8% | +59.4% | +48.7% |
| All | +108.1% | +48.5% | +59.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling