+114.8%
CSCO vs VCLT
-15.5%
+130.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | +0.1% | -10.8% | -10.8% |
| 3M | -8.7% | -2.9% | -5.9% | -7.9% |
| 6M | +44.9% | -4.0% | +48.9% | +46.8% |
| YTD | +44.1% | -2.2% | +46.4% | +45.1% |
| 1Y | +65.9% | -2.6% | +68.5% | +67.1% |
| 3Y | +109.0% | +12.3% | +96.7% | +100.0% |
| 5Y | +114.8% | -16.4% | +131.1% | +113.6% |
| All | +114.8% | -15.5% | +130.3% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling