+340.5%
JCI vs VICR
+1,679.8%
-1,339.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -8.9% | +0.5% |
| 7D | +0.7% | +5.0% | -4.2% | -0.1% |
| 30D | -4.4% | -12.5% | +8.0% | -2.8% |
| 3M | +1.7% | -33.6% | +35.3% | +6.7% |
| 6M | +8.8% | +10.7% | -1.9% | +3.4% |
| YTD | +22.6% | +80.6% | -57.9% | +7.0% |
| 1Y | +36.2% | +288.4% | -252.1% | +3.7% |
| 3Y | +168.0% | +213.8% | -45.8% | +99.4% |
| 5Y | +113.5% | +58.8% | +54.6% | +64.8% |
| All | +340.5% | +1,679.8% | -1,339.3% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling