+91.5%
CSCO vs VCLT
-16.7%
+108.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.7% |
| 30D | -15.8% | +0.8% | -16.6% | -16.1% |
| 3M | -15.4% | -2.7% | -12.7% | -14.6% |
| 6M | -5.4% | -4.3% | -1.1% | -4.0% |
| YTD | +26.5% | -4.3% | +30.8% | +28.2% |
| 1Y | +25.9% | -4.4% | +30.2% | +27.6% |
| 3Y | +97.5% | +13.8% | +83.8% | +87.6% |
| All | +91.5% | -16.7% | +108.2% | +93.2% |
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