+644.6%
VRT vs JCI
+169.7%
+474.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.5% |
| 7D | +13.6% | +5.1% | +8.5% | +7.3% |
| 30D | +6.8% | -3.8% | +10.6% | +12.0% |
| 3M | -3.2% | +1.9% | -5.1% | -4.5% |
| 6M | +20.3% | +11.2% | +9.1% | +8.1% |
| YTD | +79.6% | +22.9% | +56.6% | +43.5% |
| 1Y | +139.0% | +37.4% | +101.6% | +68.0% |
| 3Y | +644.6% | +167.8% | +476.8% | +212.7% |
| All | +644.6% | +169.7% | +474.9% | +212.7% |
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 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