+647.0%
VRT vs JCI
+108.2%
+538.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.8% | +4.8% | +4.4% |
| 7D | -10.6% | -3.4% | -7.2% | -5.9% |
| 30D | -17.4% | -10.1% | -7.3% | -5.8% |
| 3M | -26.4% | -6.8% | -19.6% | -18.8% |
| 6M | -41.0% | +2.0% | -43.0% | -40.4% |
| YTD | +23.8% | +19.2% | +4.6% | +7.3% |
| 1Y | +11.6% | +16.7% | -5.1% | -0.9% |
| 3Y | +403.5% | +194.3% | +209.2% | +97.8% |
| 5Y | +647.0% | +103.0% | +544.0% | +260.3% |
| All | +647.0% | +108.2% | +538.8% | +260.3% |
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