+340.5%
JCI vs VTRS
-48.4%
+388.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +0.7% | -2.2% | +2.9% | +1.3% |
| 30D | -4.4% | +3.3% | -7.8% | -5.2% |
| 3M | +1.7% | +2.0% | -0.3% | +0.7% |
| 6M | +8.8% | +19.9% | -11.1% | +3.2% |
| YTD | +22.6% | +35.7% | -13.1% | +12.5% |
| 1Y | +36.2% | +68.1% | -31.9% | +17.9% |
| 3Y | +168.0% | +87.1% | +80.9% | +119.9% |
| 5Y | +113.5% | +47.6% | +65.8% | +80.8% |
| All | +340.5% | -48.4% | +388.8% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling