+612.6%
CSCO vs VCIT
+98.3%
+514.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -10.1% | -0.8% | -9.4% | -10.0% |
| 3M | -15.7% | -1.0% | -14.7% | -15.5% |
| 6M | +36.3% | -1.8% | +38.1% | +36.7% |
| YTD | +43.8% | -0.7% | +44.5% | +44.0% |
| 1Y | +63.9% | +1.0% | +63.0% | +63.6% |
| 3Y | +104.4% | +18.8% | +85.5% | +98.7% |
| 5Y | +111.4% | +3.5% | +107.9% | +102.5% |
| 10Y | +361.7% | +29.2% | +332.4% | +376.5% |
| All | +612.6% | +98.3% | +514.3% | +889.3% |
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