+66.6%
CSCO vs VFC
-11.5%
+78.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | -0.5% | +0.8% | -1.4% | -0.6% |
| 30D | -10.1% | -11.9% | +1.8% | -9.1% |
| 3M | -11.7% | -20.2% | +8.4% | -10.1% |
| 6M | +40.1% | -23.0% | +63.1% | +42.5% |
| YTD | +43.8% | -26.2% | +70.0% | +48.0% |
| 1Y | +66.6% | -13.3% | +79.9% | +69.7% |
| All | +66.6% | -11.5% | +78.1% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling