+487.7%
CSCO vs VEU
+174.2%
+313.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | -17.1% | -2.3% | -14.8% | -15.4% |
| 3M | -19.6% | -4.4% | -15.2% | -16.5% |
| 6M | +2.4% | -2.2% | +4.6% | +4.3% |
| YTD | +29.8% | +10.9% | +18.8% | +18.8% |
| 1Y | +38.7% | +13.4% | +25.3% | +24.7% |
| 3Y | +101.3% | +69.7% | +31.6% | +29.5% |
| 5Y | +94.8% | +50.0% | +44.9% | +37.2% |
| 10Y | +324.2% | +145.8% | +178.5% | +100.7% |
| All | +487.7% | +174.2% | +313.5% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling