+220,352.3%
CSCO vs VFC
+899.6%
+219,452.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | -10.1% | -11.6% | +1.5% | -6.9% |
| 3M | -15.7% | -18.1% | +2.4% | -11.6% |
| 6M | +36.3% | -27.4% | +63.6% | +47.0% |
| YTD | +43.8% | -24.8% | +68.7% | +52.9% |
| 1Y | +63.9% | -8.2% | +72.1% | +61.0% |
| 3Y | +104.4% | -29.1% | +133.5% | +86.8% |
| 5Y | +111.4% | -79.2% | +190.5% | +190.2% |
| 10Y | +361.7% | -68.1% | +429.8% | +396.7% |
| All | +220,352.3% | +899.6% | +219,452.8% | +62,607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling