+108.1%
CSCO vs VFC
-24.8%
+132.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -10.1% | -11.6% | +1.5% | -8.9% |
| 3M | -15.7% | -18.1% | +2.4% | -14.1% |
| 6M | +36.3% | -27.4% | +63.6% | +40.3% |
| YTD | +43.8% | -24.8% | +68.7% | +47.4% |
| 1Y | +63.9% | -8.2% | +72.1% | +63.5% |
| All | +108.1% | -24.8% | +132.9% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling