+108.8%
JCI vs VSXY
+15.5%
+93.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -7.7% | -22.1% | +14.3% | -4.8% |
| 3M | +2.8% | -1.1% | +3.9% | +2.1% |
| 6M | +7.2% | +53.8% | -46.6% | -1.7% |
| YTD | +20.0% | +35.5% | -15.5% | +11.2% |
| 1Y | +33.3% | +186.0% | -152.8% | +9.2% |
| 3Y | +161.3% | +343.2% | -181.9% | +83.7% |
| 5Y | +108.8% | +19.0% | +89.8% | +86.8% |
| All | +108.8% | +15.5% | +93.2% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling