+308.5%
CSCO vs VEU
+149.9%
+158.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.2% | -6.2% |
| 7D | +1.9% | +2.1% | -0.2% | +0.2% |
| 30D | -15.8% | -0.9% | -14.9% | -15.0% |
| 3M | -15.4% | -5.4% | -10.0% | -11.2% |
| 6M | -5.4% | -1.8% | -3.6% | -3.9% |
| YTD | +26.5% | +10.9% | +15.5% | +15.1% |
| 1Y | +25.9% | +13.6% | +12.3% | +12.3% |
| 3Y | +97.5% | +69.3% | +28.3% | +23.2% |
| 5Y | +93.0% | +48.1% | +44.9% | +35.0% |
| All | +308.5% | +149.9% | +158.6% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling