+87.4%
CSCO vs VCIT
+3.2%
+84.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -10.2% | +0.1% | -10.3% | -10.3% |
| 30D | -20.1% | +1.9% | -22.0% | -21.0% |
| 3M | -22.1% | -1.4% | -20.6% | -21.4% |
| 6M | +3.2% | -2.1% | +5.3% | +4.5% |
| YTD | +24.1% | -1.6% | +25.7% | +25.2% |
| 1Y | +34.6% | -0.9% | +35.5% | +35.2% |
| 3Y | +90.0% | +20.0% | +70.0% | +68.8% |
| All | +87.4% | +3.2% | +84.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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