+114.8%
CSCO vs VEA
+60.9%
+53.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.3% |
| 30D | -10.7% | +0.4% | -11.2% | -11.0% |
| 3M | -8.7% | +4.8% | -13.6% | -11.7% |
| 6M | +44.9% | +11.3% | +33.7% | +34.3% |
| YTD | +44.1% | +17.4% | +26.8% | +28.6% |
| 1Y | +65.9% | +26.2% | +39.7% | +40.7% |
| 3Y | +109.0% | +77.7% | +31.3% | +39.3% |
| 5Y | +114.8% | +60.9% | +53.8% | +50.8% |
| All | +114.8% | +60.9% | +53.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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