+474.0%
CSCO vs VEA
+170.4%
+303.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -0.7% | +1.0% | -1.6% | -1.5% |
| 30D | -10.1% | +1.9% | -12.1% | -11.6% |
| 3M | -15.7% | +3.2% | -18.9% | -17.9% |
| 6M | +36.3% | +10.2% | +26.0% | +24.9% |
| YTD | +43.8% | +18.9% | +24.9% | +23.9% |
| 1Y | +63.9% | +29.3% | +34.6% | +31.7% |
| 3Y | +104.4% | +76.8% | +27.6% | +25.9% |
| 5Y | +111.4% | +61.2% | +50.1% | +39.0% |
| 10Y | +361.7% | +163.3% | +198.4% | +103.2% |
| All | +474.0% | +170.4% | +303.6% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling