+183.8%
VXUS vs JCI
+864.3%
-680.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | +1.0% | +3.8% | -2.8% | -0.5% |
| 30D | +2.2% | -5.7% | +7.9% | +4.5% |
| 3M | +3.0% | -1.4% | +4.4% | +3.2% |
| 6M | +10.7% | +4.1% | +6.5% | +8.0% |
| YTD | +17.8% | +21.7% | -3.9% | +7.7% |
| 1Y | +27.6% | +36.1% | -8.6% | +11.0% |
| 3Y | +73.3% | +154.4% | -81.1% | +12.5% |
| 5Y | +54.3% | +112.0% | -57.7% | +5.7% |
| 10Y | +149.8% | +322.2% | -172.4% | +17.5% |
| All | +183.8% | +864.3% | -680.5% | -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 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