+27.7%
JCI vs VSXY
+210.1%
-182.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.4% | -14.6% | -6.9% |
| 7D | -10.7% | +14.2% | -24.9% | -11.7% |
| 30D | -10.4% | +21.9% | -32.3% | -11.9% |
| 3M | -8.3% | +22.1% | -30.4% | -10.2% |
| 6M | -2.1% | +116.7% | -118.8% | -11.2% |
| YTD | +18.4% | +101.1% | -82.8% | +7.2% |
| 1Y | +27.7% | +208.0% | -180.4% | +7.9% |
| All | +27.7% | +210.1% | -182.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling