+114.4%
JCI vs VTV
+80.6%
+33.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.3% |
| 7D | +0.7% | -1.1% | +1.8% | +2.2% |
| 30D | -4.4% | -1.0% | -3.4% | -3.1% |
| 3M | +1.7% | +4.6% | -3.0% | -4.2% |
| 6M | +8.8% | +13.5% | -4.7% | -7.5% |
| YTD | +22.6% | +18.5% | +4.1% | -1.4% |
| 1Y | +36.2% | +22.9% | +13.3% | +4.5% |
| 3Y | +168.0% | +67.8% | +100.2% | +39.2% |
| All | +114.4% | +80.6% | +33.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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