+469.5%
JCI vs VTEB
+26.0%
+443.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.7% |
| 30D | -3.8% | -2.1% | -1.8% | -2.2% |
| 3M | -1.6% | -2.7% | +1.0% | +0.6% |
| 6M | +9.5% | -2.1% | +11.6% | +11.5% |
| YTD | +21.7% | -1.1% | +22.8% | +23.0% |
| 1Y | +37.1% | +1.3% | +35.8% | +35.8% |
| 3Y | +165.2% | +9.0% | +156.2% | +146.3% |
| 5Y | +110.3% | +1.5% | +108.8% | +106.5% |
| 10Y | +341.0% | +18.5% | +322.5% | +390.9% |
| All | +469.5% | +26.0% | +443.5% | +685.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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