+27.7%
JCI vs VICR
+76.0%
-48.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -11.1% | +4.9% | -4.3% |
| 7D | -10.7% | -26.6% | +15.9% | -6.0% |
| 30D | -10.4% | -47.9% | +37.5% | -1.1% |
| 3M | -8.3% | -29.8% | +21.5% | -4.1% |
| 6M | -2.1% | -36.6% | +34.5% | +1.9% |
| YTD | +18.4% | +45.1% | -26.8% | +6.4% |
| 1Y | +27.7% | +80.0% | -52.4% | +6.3% |
| All | +27.7% | +76.0% | -48.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling