+2,331.5%
JCI vs VSH
+1,656.4%
+675.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +5.1% | +6.2% | -1.1% | +3.5% |
| 30D | -3.8% | -11.1% | +7.3% | -1.2% |
| 3M | +1.9% | -44.9% | +46.8% | +15.7% |
| 6M | +11.2% | +90.0% | -78.8% | -8.6% |
| YTD | +22.9% | +118.8% | -95.8% | -3.1% |
| 1Y | +37.4% | +109.0% | -71.6% | +8.7% |
| 3Y | +167.8% | +35.6% | +132.2% | +128.7% |
| 5Y | +115.0% | +66.7% | +48.3% | +73.0% |
| 10Y | +325.3% | +167.9% | +157.4% | +194.9% |
| All | +2,331.5% | +1,656.4% | +675.1% | +803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling