+300.3%
JCI vs VWO
+324.1%
-23.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -3.8% | +0.9% | -4.7% | -4.4% |
| 3M | -1.6% | +4.3% | -5.9% | -4.0% |
| 6M | +9.5% | +10.5% | -1.0% | +3.3% |
| YTD | +21.7% | +13.4% | +8.4% | +13.0% |
| 1Y | +37.1% | +18.6% | +18.6% | +24.0% |
| 3Y | +165.2% | +65.8% | +99.4% | +96.5% |
| 5Y | +110.3% | +35.2% | +75.1% | +75.2% |
| 10Y | +341.0% | +116.6% | +224.4% | +176.0% |
| All | +300.3% | +324.1% | -23.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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