+601.6%
VLO vs JCI
+119.7%
+481.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | +5.8% | +5.1% | +0.6% | +4.4% |
| 30D | +28.3% | -3.8% | +32.2% | +29.5% |
| 3M | +48.7% | +1.9% | +46.8% | +47.5% |
| 6M | +71.9% | +11.2% | +60.7% | +65.3% |
| YTD | +138.7% | +22.9% | +115.7% | +122.1% |
| 1Y | +148.5% | +37.4% | +111.1% | +122.6% |
| 3Y | +192.7% | +167.8% | +24.8% | +111.6% |
| 5Y | +601.6% | +115.0% | +486.6% | +427.9% |
| All | +601.6% | +119.7% | +481.9% | +427.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling