+1,112.0%
VST vs JCI
+304.0%
+808.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +9.0% |
| 7D | -9.8% | -9.4% | -0.4% | -4.0% |
| 30D | -25.1% | -13.4% | -11.7% | -18.2% |
| 3M | -11.6% | -12.4% | +0.8% | -4.1% |
| 6M | -20.9% | -5.1% | -15.8% | -18.5% |
| YTD | -22.3% | +13.7% | -36.0% | -28.3% |
| 1Y | -32.0% | +11.4% | -43.4% | -36.5% |
| 3Y | +262.4% | +175.9% | +86.5% | +118.3% |
| 5Y | +563.4% | +98.4% | +465.0% | +350.1% |
| All | +1,112.0% | +304.0% | +808.0% | +451.6% |
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