+371.6%
JCI vs VNQ
+387.0%
-15.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +4.1% | -0.9% | +4.9% | +4.5% |
| 30D | -3.8% | -2.2% | -1.6% | -2.8% |
| 3M | -1.6% | -1.9% | +0.3% | -1.0% |
| 6M | +9.5% | +3.2% | +6.3% | +7.3% |
| YTD | +21.7% | +9.4% | +12.3% | +15.7% |
| 1Y | +37.1% | +7.5% | +29.6% | +31.4% |
| 3Y | +165.2% | +31.1% | +134.1% | +128.7% |
| 5Y | +110.3% | +6.6% | +103.7% | +101.7% |
| 10Y | +341.0% | +63.9% | +277.1% | +239.9% |
| All | +371.6% | +387.0% | -15.4% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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