+113.3%
CSCO vs VCIT
+4.1%
+109.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -0.3% | -0.3% | -0.5% |
| 30D | -10.1% | -0.8% | -9.4% | -9.7% |
| 3M | -15.7% | -1.0% | -14.7% | -15.2% |
| 6M | +36.3% | -1.8% | +38.1% | +37.8% |
| YTD | +43.8% | -0.7% | +44.5% | +44.4% |
| 1Y | +63.9% | +1.0% | +63.0% | +62.8% |
| 3Y | +104.4% | +18.8% | +85.5% | +83.2% |
| All | +113.3% | +4.1% | +109.2% | +98.8% |
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