+330.8%
JCI vs VSH
+179.3%
+151.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.1% |
| 7D | +0.4% | +3.1% | -2.7% | -0.6% |
| 30D | -7.7% | -5.7% | -2.0% | -6.2% |
| 3M | +2.8% | -42.5% | +45.2% | +20.1% |
| 6M | +7.2% | +82.7% | -75.4% | -18.6% |
| YTD | +20.0% | +118.2% | -98.3% | -15.5% |
| 1Y | +33.3% | +109.7% | -76.4% | -6.0% |
| 3Y | +161.3% | +35.3% | +126.0% | +106.8% |
| 5Y | +108.8% | +65.6% | +43.2% | +49.0% |
| All | +330.8% | +179.3% | +151.5% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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