+175.9%
JCI vs VLTO
+69.5%
+106.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | -9.4% | +5.4% | -14.8% | -10.3% |
| 30D | -13.4% | +22.3% | -35.7% | -17.4% |
| 3M | -12.4% | +19.6% | -32.0% | -16.0% |
| 6M | -5.1% | +35.2% | -40.3% | -12.7% |
| YTD | +13.7% | +17.9% | -4.1% | +9.4% |
| 1Y | +11.4% | +19.5% | -8.1% | +6.3% |
| 3Y | +175.9% | +73.9% | +102.0% | +140.4% |
| All | +175.9% | +69.5% | +106.4% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling