+88.8%
CSCO vs VFC
-67.4%
+156.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +11.2% | -21.4% | -11.5% |
| 30D | -20.1% | +41.5% | -61.6% | -23.8% |
| 3M | -22.1% | +38.9% | -61.0% | -25.7% |
| 6M | +3.2% | +6.1% | -2.9% | +1.6% |
| YTD | +24.1% | +14.5% | +9.5% | +20.5% |
| 1Y | +34.6% | +46.0% | -11.4% | +26.0% |
| 3Y | +90.0% | +36.4% | +53.6% | +68.6% |
| All | +88.8% | -67.4% | +156.3% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling