+436.5%
JCI vs VO
+827.2%
-390.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +3.8% | -0.3% | +4.1% | +4.1% |
| 30D | -5.7% | -0.3% | -5.3% | -5.4% |
| 3M | -1.4% | +2.9% | -4.3% | -3.8% |
| 6M | +4.1% | +9.3% | -5.2% | -3.7% |
| YTD | +21.7% | +14.2% | +7.6% | +8.0% |
| 1Y | +36.1% | +15.3% | +20.9% | +19.7% |
| 3Y | +154.4% | +56.2% | +98.2% | +71.6% |
| 5Y | +112.0% | +42.4% | +69.6% | +55.6% |
| 10Y | +322.2% | +194.7% | +127.5% | +61.3% |
| All | +436.5% | +827.2% | -390.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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