+321.5%
CSCO vs VFC
-44.8%
+366.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.6% |
| 7D | -2.9% | +7.7% | -10.6% | -4.3% |
| 30D | -16.7% | +39.2% | -55.9% | -22.2% |
| 3M | -18.4% | +40.3% | -58.7% | -24.1% |
| 6M | +2.9% | +11.4% | -8.4% | -0.4% |
| YTD | +30.4% | +17.5% | +12.9% | +24.1% |
| 1Y | +41.4% | +45.9% | -4.5% | +28.1% |
| 3Y | +104.7% | +47.3% | +57.3% | +66.6% |
| 5Y | +96.9% | -67.2% | +164.1% | +149.5% |
| 10Y | +321.5% | -46.1% | +367.6% | +368.4% |
| All | +321.5% | -44.8% | +366.3% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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