+524.6%
CSCO vs VCIT
+96.6%
+428.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.7% |
| 7D | -11.9% | +0.5% | -12.3% | -11.9% |
| 30D | -18.8% | +2.1% | -20.9% | -19.1% |
| 3M | -21.2% | -1.6% | -19.6% | -21.0% |
| 6M | +1.9% | -1.6% | +3.5% | +2.2% |
| YTD | +26.1% | -1.5% | +27.6% | +26.4% |
| 1Y | +34.7% | -0.4% | +35.1% | +34.8% |
| 3Y | +94.0% | +19.6% | +74.5% | +88.6% |
| 5Y | +91.6% | +3.3% | +88.3% | +84.0% |
| 10Y | +323.2% | +28.9% | +294.3% | +338.7% |
| All | +524.6% | +96.6% | +428.0% | +768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling