+83.7%
JNJ vs VCIT
+4.1%
+79.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +7.4% | -0.8% | +8.1% | +7.7% |
| 3M | +21.2% | -1.0% | +22.2% | +21.7% |
| 6M | +13.4% | -1.8% | +15.2% | +14.3% |
| YTD | +35.1% | -0.7% | +35.8% | +35.5% |
| 1Y | +57.4% | +1.0% | +56.5% | +56.8% |
| 3Y | +86.8% | +18.8% | +67.9% | +75.2% |
| All | +83.7% | +4.1% | +79.6% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling