+114.8%
CSCO vs VEU
+56.2%
+58.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -10.7% | +0.7% | -11.4% | -11.1% |
| 3M | -8.7% | +4.7% | -13.4% | -11.6% |
| 6M | +44.9% | +11.6% | +33.3% | +33.9% |
| YTD | +44.1% | +16.8% | +27.3% | +29.0% |
| 1Y | +65.9% | +24.9% | +41.0% | +41.6% |
| 3Y | +109.0% | +75.7% | +33.3% | +40.2% |
| 5Y | +114.8% | +56.1% | +58.6% | +53.5% |
| All | +114.8% | +56.2% | +58.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling