+109.1%
JNJ vs VCIT
+19.2%
+89.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | +4.1% | -1.4% | +5.5% | +5.1% |
| 30D | +14.0% | +0.8% | +13.2% | +13.5% |
| 3M | +9.2% | -1.7% | +11.0% | +10.5% |
| 6M | +27.8% | -2.1% | +29.9% | +29.5% |
| YTD | +39.2% | -2.0% | +41.2% | +41.1% |
| 1Y | +49.1% | -1.5% | +50.6% | +50.5% |
| All | +109.1% | +19.2% | +89.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling