+36,299.7%
VLO vs JCI
+2,298.1%
+34,001.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.5% |
| 7D | +6.8% | +8.4% | -1.7% | +4.4% |
| 30D | -17.9% | -8.9% | -9.0% | -16.1% |
| 3M | +13.5% | -6.4% | +20.0% | +15.0% |
| 6M | +53.0% | +1.6% | +51.4% | +50.7% |
| YTD | +133.7% | +20.1% | +113.7% | +118.4% |
| 1Y | +115.7% | +17.2% | +98.4% | +102.7% |
| 3Y | +231.9% | +190.7% | +41.2% | +139.3% |
| 5Y | +471.6% | +99.9% | +371.7% | +349.6% |
| 10Y | +780.7% | +301.8% | +478.9% | +478.0% |
| All | +36,299.7% | +2,298.1% | +34,001.6% | +13,368.7% |
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