+87.9%
VUG vs JCI
+169.7%
-81.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +0.9% | +5.1% | -4.3% | -1.0% |
| 30D | -1.4% | -3.8% | +2.4% | -0.1% |
| 3M | +2.3% | +1.9% | +0.4% | +1.2% |
| 6M | +15.7% | +11.2% | +4.5% | +10.0% |
| YTD | +8.6% | +22.9% | -14.3% | -1.3% |
| 1Y | +14.1% | +37.4% | -23.3% | -1.6% |
| 3Y | +87.9% | +167.8% | -79.9% | +25.3% |
| All | +87.9% | +169.7% | -81.8% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling