+2,307.7%
JCI vs VMC
+3,246.6%
-938.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +3.8% | -4.3% | +8.2% | +5.5% |
| 30D | -5.7% | -8.2% | +2.6% | -2.6% |
| 3M | -1.4% | -7.0% | +5.6% | +0.8% |
| 6M | +4.1% | -10.8% | +14.9% | +8.0% |
| YTD | +21.7% | -7.4% | +29.1% | +23.8% |
| 1Y | +36.1% | -9.5% | +45.6% | +39.4% |
| 3Y | +154.4% | +20.5% | +134.0% | +131.9% |
| 5Y | +112.0% | +51.6% | +60.5% | +76.0% |
| 10Y | +322.2% | +150.0% | +172.2% | +175.7% |
| All | +2,307.7% | +3,246.6% | -938.9% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling