+2,221.0%
JCI vs VSH
+1,390.4%
+830.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +2.0% | -1.2% |
| 7D | +3.2% | +14.3% | -11.2% | -0.4% |
| 30D | -8.6% | -7.9% | -0.7% | -7.1% |
| 3M | -7.7% | -19.9% | +12.1% | -3.4% |
| 6M | -2.6% | -30.5% | +28.0% | +3.0% |
| YTD | +17.4% | +85.7% | -68.3% | -4.3% |
| 1Y | +16.9% | +98.9% | -82.0% | -6.5% |
| 3Y | +186.7% | +32.1% | +154.7% | +144.9% |
| 5Y | +95.4% | +39.7% | +55.7% | +63.2% |
| 10Y | +292.7% | +117.6% | +175.2% | +184.5% |
| All | +2,221.0% | +1,390.4% | +830.6% | +791.7% |
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