+1,327.4%
JCI vs VIVK
-100.0%
+1,427.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +1.0% |
| 7D | +5.1% | +13.1% | -7.9% | +5.1% |
| 30D | -3.8% | -29.7% | +25.8% | -3.8% |
| 3M | +1.9% | -93.0% | +94.9% | +1.9% |
| 6M | +11.2% | -98.0% | +109.2% | +11.2% |
| YTD | +22.9% | -97.8% | +120.7% | +22.9% |
| 1Y | +37.4% | -100.0% | +137.3% | +37.3% |
| 3Y | +167.8% | -100.0% | +267.8% | +167.6% |
| 5Y | +115.0% | -100.0% | +215.0% | +114.9% |
| 10Y | +325.3% | -100.0% | +425.3% | +327.1% |
| All | +1,327.4% | -100.0% | +1,427.4% | +1,394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling