+183.4%
VLO vs JCI
+167.0%
+16.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +5.2% | +3.8% | +1.4% | +4.3% |
| 30D | +22.6% | -5.7% | +28.3% | +24.1% |
| 3M | +43.8% | -1.4% | +45.2% | +43.8% |
| 6M | +65.7% | +4.1% | +61.6% | +62.8% |
| YTD | +131.1% | +21.7% | +109.4% | +116.0% |
| 1Y | +143.6% | +36.1% | +107.5% | +118.7% |
| All | +183.4% | +167.0% | +16.4% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling