+183.5%
JCI vs VLTO
+56.1%
+127.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | -3.4% | +2.0% | -5.5% | -3.8% |
| 30D | -10.1% | +21.8% | -31.9% | -14.4% |
| 3M | -6.8% | +20.2% | -27.0% | -10.9% |
| 6M | +2.0% | +36.3% | -34.4% | -6.7% |
| YTD | +19.2% | +18.8% | +0.3% | +14.0% |
| 1Y | +16.7% | +20.4% | -3.7% | +10.8% |
| 3Y | +194.3% | +71.9% | +122.4% | +143.1% |
| All | +183.5% | +56.1% | +127.4% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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