+112.4%
JCI vs VSH
+66.1%
+46.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +5.1% | +6.2% | -1.1% | +3.2% |
| 30D | -3.8% | -11.1% | +7.3% | -0.7% |
| 3M | +1.9% | -44.9% | +46.8% | +19.2% |
| 6M | +11.2% | +90.0% | -78.8% | -15.2% |
| YTD | +22.9% | +118.8% | -95.8% | -11.6% |
| 1Y | +37.4% | +109.0% | -71.6% | -0.9% |
| 3Y | +167.8% | +35.6% | +132.2% | +119.5% |
| All | +112.4% | +66.1% | +46.3% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling