+33,946.6%
VLO vs JCI
+2,274.1%
+31,672.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | -5.9% | -3.7% | -8.0% |
| 30D | -19.1% | -10.4% | -8.8% | -17.0% |
| 3M | +11.4% | -6.1% | +17.4% | +12.7% |
| 6M | +46.7% | +1.7% | +45.0% | +44.5% |
| YTD | +118.6% | +18.9% | +99.8% | +104.8% |
| 1Y | +99.9% | +16.1% | +83.8% | +88.3% |
| 3Y | +210.5% | +187.8% | +22.6% | +124.4% |
| 5Y | +432.7% | +103.2% | +329.5% | +317.0% |
| 10Y | +717.1% | +288.2% | +428.9% | +440.6% |
| All | +33,946.6% | +2,274.1% | +31,672.5% | +12,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling