+2,272.4%
JCI vs VTRS
+548.0%
+1,724.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | -3.3% | +3.7% | +1.1% |
| 30D | -7.7% | +1.4% | -9.1% | -8.0% |
| 3M | +2.8% | +4.6% | -1.9% | +1.5% |
| 6M | +7.2% | +18.1% | -10.8% | +3.1% |
| YTD | +20.0% | +34.7% | -14.7% | +12.0% |
| 1Y | +33.3% | +65.6% | -32.4% | +18.9% |
| 3Y | +161.3% | +83.8% | +77.5% | +124.3% |
| 5Y | +108.8% | +46.5% | +62.3% | +84.4% |
| 10Y | +334.6% | -48.6% | +383.2% | +345.1% |
| All | +2,272.4% | +548.0% | +1,724.3% | +1,245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling