+359.9%
CSCO vs VCLT
+17.0%
+342.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.5% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | -10.8% | -1.1% | -9.7% | -10.5% |
| 3M | -9.2% | -3.7% | -5.5% | -8.3% |
| 6M | +39.5% | -4.0% | +43.6% | +41.1% |
| YTD | +41.5% | -3.4% | +44.9% | +42.8% |
| 1Y | +61.0% | -4.1% | +65.1% | +62.7% |
| 3Y | +105.2% | +11.0% | +94.2% | +98.6% |
| 5Y | +113.4% | -17.0% | +130.4% | +120.0% |
| All | +359.9% | +17.0% | +342.8% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling