+1,216.9%
VST vs JCI
+341.9%
+874.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.5% |
| 7D | +8.9% | +3.8% | +5.1% | +6.6% |
| 30D | +6.2% | -5.7% | +11.9% | +9.6% |
| 3M | -2.7% | -1.4% | -1.3% | -2.4% |
| 6M | -8.4% | +4.1% | -12.5% | -11.1% |
| YTD | -7.2% | +21.7% | -28.9% | -18.2% |
| 1Y | -20.9% | +36.1% | -57.0% | -34.6% |
| 3Y | +384.0% | +154.4% | +229.6% | +198.2% |
| 5Y | +757.1% | +112.0% | +645.0% | +456.9% |
| All | +1,216.9% | +341.9% | +874.9% | +458.3% |
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 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