+108.8%
JCI vs VICR
+42.6%
+66.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -7.7% | -15.6% | +7.8% | -5.8% |
| 3M | +2.8% | -35.4% | +38.1% | +7.9% |
| 6M | +7.2% | +1.3% | +6.0% | +3.9% |
| YTD | +20.0% | +62.5% | -42.5% | +8.0% |
| 1Y | +33.3% | +255.5% | -222.2% | +5.9% |
| 3Y | +161.3% | +182.0% | -20.7% | +103.5% |
| 5Y | +108.8% | +42.9% | +65.9% | +62.3% |
| All | +108.8% | +42.6% | +66.2% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling