+2,221.0%
JCI vs VMC
+3,457.0%
-1,236.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +3.2% | -1.3% | +4.4% | +3.7% |
| 30D | -8.6% | +15.5% | -24.1% | -13.8% |
| 3M | -7.7% | +0.6% | -8.3% | -8.5% |
| 6M | -2.6% | +2.1% | -4.6% | -4.4% |
| YTD | +17.4% | -1.6% | +18.9% | +16.0% |
| 1Y | +16.9% | -1.2% | +18.1% | +15.4% |
| 3Y | +186.7% | +35.3% | +151.4% | +149.0% |
| 5Y | +95.4% | +43.6% | +51.8% | +64.8% |
| 10Y | +292.7% | +126.7% | +166.0% | +165.1% |
| All | +2,221.0% | +3,457.0% | -1,236.0% | +427.7% |
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 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