+3.8%
VUG vs JCI
+17.8%
-14.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +4.4% | +8.4% | -4.0% | +2.2% |
| 30D | -7.3% | -8.9% | +1.6% | -5.5% |
| 3M | -4.2% | -6.4% | +2.2% | -3.0% |
| 6M | -1.6% | +1.6% | -3.2% | -2.3% |
| YTD | +4.9% | +20.1% | -15.2% | +0.5% |
| 1Y | +3.8% | +17.2% | -13.4% | +1.2% |
| All | +3.8% | +17.8% | -14.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling