+210.8%
JNJ vs VCIT
+28.8%
+182.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +6.9% | +1.9% | +5.0% | +6.2% |
| 3M | +8.0% | -1.4% | +9.5% | +8.6% |
| 6M | +24.3% | -2.1% | +26.4% | +25.2% |
| YTD | +35.6% | -1.6% | +37.3% | +36.4% |
| 1Y | +51.1% | -0.9% | +52.0% | +51.5% |
| 3Y | +98.3% | +20.0% | +78.3% | +88.1% |
| 5Y | +94.3% | +3.1% | +91.2% | +89.2% |
| All | +210.8% | +28.8% | +182.0% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling