+100.9%
JNJ vs VCIT
+3.7%
+97.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | +12.5% | +0.6% | +12.0% | +12.3% |
| 3M | +9.6% | -2.2% | +11.8% | +10.7% |
| 6M | +25.3% | -2.3% | +27.7% | +26.7% |
| YTD | +40.3% | -2.2% | +42.5% | +41.7% |
| 1Y | +49.6% | -1.4% | +51.0% | +50.6% |
| 3Y | +110.8% | +18.7% | +92.0% | +97.5% |
| All | +100.9% | +3.7% | +97.2% | +86.9% |
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