+790.3%
VLO vs JCI
+291.9%
+498.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.4% |
| 7D | +9.6% | +3.2% | +6.5% | +7.9% |
| 30D | -17.4% | -8.6% | -8.8% | -14.3% |
| 3M | +10.8% | -7.7% | +18.5% | +13.9% |
| 6M | +56.9% | -2.6% | +59.5% | +55.0% |
| YTD | +136.8% | +17.4% | +119.4% | +107.3% |
| 1Y | +120.7% | +16.9% | +103.7% | +93.2% |
| 3Y | +231.9% | +186.7% | +45.2% | +60.5% |
| 5Y | +479.0% | +95.4% | +383.6% | +247.8% |
| All | +790.3% | +291.9% | +498.5% | +163.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling