+824.4%
JCI vs VTR
+1,492.6%
-668.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.1% | -2.4% | +7.5% | +5.7% |
| 30D | -3.8% | -3.7% | -0.1% | -3.1% |
| 3M | +1.9% | +13.5% | -11.6% | -1.5% |
| 6M | +11.2% | +7.2% | +4.0% | +8.7% |
| YTD | +22.9% | +17.6% | +5.4% | +17.7% |
| 1Y | +37.4% | +35.4% | +2.0% | +27.0% |
| 3Y | +167.8% | +132.8% | +35.0% | +115.7% |
| 5Y | +115.0% | +88.7% | +26.4% | +80.4% |
| 10Y | +325.3% | +87.6% | +237.7% | +231.7% |
| All | +824.4% | +1,492.6% | -668.3% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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