+36.1%
JCI vs VSH
+118.1%
-82.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.1% |
| 7D | +3.8% | +4.1% | -0.2% | +3.1% |
| 30D | -5.7% | -4.2% | -1.5% | -5.1% |
| 3M | -1.4% | -50.0% | +48.6% | +10.8% |
| 6M | +4.1% | +80.2% | -76.0% | -6.4% |
| YTD | +21.7% | +121.1% | -99.3% | +7.6% |
| 1Y | +36.1% | +112.0% | -75.9% | +20.4% |
| All | +36.1% | +118.1% | -82.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling