+2,499.0%
JCI vs VICR
+12,339.4%
-9,840.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | +5.1% | +9.8% | -4.7% | +3.6% |
| 30D | -3.8% | -12.6% | +8.8% | -2.2% |
| 3M | +1.9% | -29.7% | +31.6% | +5.9% |
| 6M | +11.2% | +18.8% | -7.6% | +4.9% |
| YTD | +22.9% | +76.4% | -53.4% | +8.3% |
| 1Y | +37.4% | +282.4% | -245.0% | +6.3% |
| 3Y | +167.8% | +206.2% | -38.3% | +103.3% |
| 5Y | +115.0% | +53.9% | +61.1% | +68.5% |
| 10Y | +325.3% | +1,572.3% | -1,247.0% | +116.6% |
| All | +2,499.0% | +12,339.4% | -9,840.4% | +785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling