+97.5%
CSCO vs VCLT
+14.4%
+83.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.5% |
| 30D | -15.8% | +0.8% | -16.6% | -16.0% |
| 3M | -15.4% | -2.7% | -12.7% | -14.7% |
| 6M | -5.4% | -4.3% | -1.1% | -4.2% |
| YTD | +26.5% | -4.3% | +30.8% | +27.9% |
| 1Y | +25.9% | -4.4% | +30.2% | +27.4% |
| 3Y | +97.5% | +13.8% | +83.8% | +103.8% |
| All | +97.5% | +14.4% | +83.1% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling