+2,723.0%
VRT vs JCI
+358.9%
+2,364.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +2.7% |
| 7D | +9.1% | +3.8% | +5.3% | +5.8% |
| 30D | +0.9% | -5.7% | +6.6% | +6.2% |
| 3M | -13.4% | -1.4% | -12.0% | -11.5% |
| 6M | +11.7% | +4.1% | +7.6% | +9.8% |
| YTD | +73.2% | +21.7% | +51.5% | +50.4% |
| 1Y | +123.4% | +36.1% | +87.3% | +78.0% |
| 3Y | +606.2% | +154.4% | +451.7% | +274.3% |
| 5Y | +899.9% | +112.0% | +787.9% | +471.9% |
| All | +2,723.0% | +358.9% | +2,364.2% | +892.7% |
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