+150.1%
VXUS vs JCI
+323.6%
-173.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +0.3% | +4.1% | -3.8% | -1.1% |
| 30D | +0.7% | -3.8% | +4.5% | +2.0% |
| 3M | +4.8% | -1.6% | +6.4% | +5.0% |
| 6M | +11.3% | +9.5% | +1.8% | +7.1% |
| YTD | +16.5% | +21.7% | -5.2% | +7.6% |
| 1Y | +24.3% | +37.1% | -12.9% | +9.6% |
| 3Y | +74.5% | +165.2% | -90.7% | +16.9% |
| 5Y | +54.3% | +110.3% | -56.0% | +10.6% |
| 10Y | +150.1% | +341.0% | -190.9% | +24.8% |
| All | +150.1% | +323.6% | -173.5% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling