+1,181.0%
VUG vs JCI
+429.2%
+751.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -1.2% | -5.9% | +4.7% | +1.0% |
| 30D | -8.9% | -10.4% | +1.5% | -5.2% |
| 3M | -5.9% | -6.1% | +0.2% | -4.2% |
| 6M | -3.3% | +1.7% | -5.0% | -4.9% |
| YTD | +3.4% | +18.9% | -15.4% | -4.9% |
| 1Y | +1.9% | +16.1% | -14.2% | -5.5% |
| 3Y | +76.9% | +187.8% | -110.9% | +13.5% |
| 5Y | +63.9% | +103.2% | -39.3% | +18.6% |
| 10Y | +396.2% | +288.2% | +108.0% | +171.1% |
| All | +1,181.0% | +429.2% | +751.8% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling