+2,397.0%
VRT vs JCI
+352.1%
+2,044.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.2% | -4.4% |
| 7D | -7.7% | +0.4% | -8.1% | -7.8% |
| 30D | -12.0% | -7.7% | -4.2% | -5.5% |
| 3M | -11.7% | +2.8% | -14.4% | -12.4% |
| 6M | -8.1% | +7.2% | -15.3% | -11.5% |
| YTD | +53.2% | +20.0% | +33.3% | +34.9% |
| 1Y | +81.7% | +33.3% | +48.4% | +47.5% |
| 3Y | +535.3% | +161.3% | +374.0% | +232.4% |
| 5Y | +916.4% | +108.8% | +807.6% | +490.5% |
| All | +2,397.0% | +352.1% | +2,044.9% | +790.5% |
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