+127.7%
JCI vs VSXY
+42.7%
+85.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.5% |
| 7D | +5.1% | -6.8% | +11.9% | +5.9% |
| 30D | -3.8% | -20.4% | +16.5% | -1.2% |
| 3M | +1.9% | +2.9% | -1.0% | +0.7% |
| 6M | +11.2% | +67.9% | -56.7% | +1.2% |
| YTD | +22.9% | +44.9% | -21.9% | +13.4% |
| 1Y | +37.4% | +205.9% | -168.5% | +12.8% |
| 3Y | +167.8% | +373.9% | -206.0% | +91.9% |
| 5Y | +115.0% | +23.5% | +91.6% | +82.1% |
| All | +127.7% | +42.7% | +85.0% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling