+127.1%
JCI vs VSXY
+37.5%
+89.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.8% | +1.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -4.4% | -18.7% | +14.2% | -2.1% |
| 3M | +1.7% | -4.0% | +5.6% | +1.5% |
| 6M | +8.8% | +67.5% | -58.7% | -1.0% |
| YTD | +22.6% | +39.7% | -17.0% | +13.7% |
| 1Y | +36.2% | +180.0% | -143.8% | +13.3% |
| 3Y | +168.0% | +337.3% | -169.3% | +94.5% |
| 5Y | +113.5% | +22.7% | +90.8% | +81.5% |
| All | +127.1% | +37.5% | +89.6% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling