+1,024.4%
VRT vs JCI
+119.7%
+904.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.6% |
| 7D | +13.6% | +5.1% | +8.5% | +8.0% |
| 30D | +6.8% | -3.8% | +10.6% | +11.5% |
| 3M | -3.2% | +1.9% | -5.1% | -4.2% |
| 6M | +20.3% | +11.2% | +9.1% | +9.8% |
| YTD | +79.6% | +22.9% | +56.6% | +48.0% |
| 1Y | +139.0% | +37.4% | +101.6% | +76.5% |
| 3Y | +644.6% | +167.8% | +476.8% | +215.3% |
| 5Y | +1,024.4% | +115.0% | +909.3% | +387.4% |
| All | +1,024.4% | +119.7% | +904.7% | +387.4% |
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