+340.5%
JCI vs VIVK
-100.0%
+440.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.6% | +2.3% |
| 7D | +0.7% | -4.4% | +5.1% | +0.8% |
| 30D | -4.4% | -40.8% | +36.4% | -4.3% |
| 3M | +1.7% | -94.1% | +95.8% | +2.4% |
| 6M | +8.8% | -98.2% | +107.0% | +9.7% |
| YTD | +22.6% | -98.0% | +120.7% | +23.3% |
| 1Y | +36.2% | -100.0% | +136.2% | +38.3% |
| 3Y | +168.0% | -100.0% | +268.0% | +171.4% |
| 5Y | +113.5% | -100.0% | +213.5% | +116.1% |
| All | +340.5% | -100.0% | +440.5% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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