+120.6%
VLO vs JCI
+27.0%
+93.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.5% | -5.8% |
| 7D | -6.0% | -10.7% | +4.7% | -6.3% |
| 30D | -12.9% | -10.4% | -2.5% | -12.9% |
| 3M | +18.3% | -8.3% | +26.6% | +18.1% |
| 6M | +46.4% | -2.1% | +48.6% | +46.2% |
| YTD | +127.7% | +18.4% | +109.4% | +128.6% |
| 1Y | +120.6% | +27.7% | +93.0% | +120.5% |
| All | +120.6% | +27.0% | +93.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling