+441.8%
JCI vs VTV
+715.1%
-273.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.8% |
| 7D | +5.1% | +0.3% | +4.8% | +4.8% |
| 30D | -3.8% | +0.1% | -4.0% | -4.0% |
| 3M | +1.9% | +6.2% | -4.3% | -4.0% |
| 6M | +11.2% | +13.5% | -2.3% | -1.6% |
| YTD | +22.9% | +18.9% | +4.1% | +3.9% |
| 1Y | +37.4% | +25.8% | +11.6% | +9.7% |
| 3Y | +167.8% | +68.7% | +99.1% | +62.3% |
| 5Y | +115.0% | +80.3% | +34.7% | +23.7% |
| 10Y | +325.3% | +226.3% | +99.0% | +40.5% |
| All | +441.8% | +715.1% | -273.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling