+190,098.4%
CSCO vs VFC
+1,423.0%
+188,675.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +11.2% | -21.4% | -13.1% |
| 30D | -20.1% | +41.5% | -61.6% | -28.3% |
| 3M | -22.1% | +38.9% | -61.0% | -29.9% |
| 6M | +3.2% | +6.1% | -2.9% | -0.7% |
| YTD | +24.1% | +14.5% | +9.5% | +15.6% |
| 1Y | +34.6% | +46.0% | -11.4% | +15.6% |
| 3Y | +90.0% | +36.4% | +53.6% | +43.4% |
| 5Y | +88.6% | -67.5% | +156.1% | +125.7% |
| 10Y | +316.5% | -45.8% | +362.4% | +277.0% |
| All | +190,098.4% | +1,423.0% | +188,675.4% | +47,316.6% |
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