+1,250.4%
VUG vs JCI
+442.0%
+808.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -0.1% | +3.8% | -3.9% | -1.5% |
| 30D | -0.3% | -5.7% | +5.4% | +1.8% |
| 3M | -0.7% | -1.4% | +0.7% | -0.5% |
| 6M | +14.6% | +4.1% | +10.5% | +11.9% |
| YTD | +9.0% | +21.7% | -12.7% | -0.3% |
| 1Y | +14.9% | +36.1% | -21.3% | +0.3% |
| 3Y | +86.0% | +154.4% | -68.4% | +25.7% |
| 5Y | +76.7% | +112.0% | -35.3% | +26.2% |
| 10Y | +411.3% | +322.2% | +89.1% | +171.5% |
| All | +1,250.4% | +442.0% | +808.4% | +342.4% |
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