+199,826.1%
CSCO vs VFC
+1,462.6%
+198,363.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.3% |
| 7D | -2.9% | +7.7% | -10.6% | -5.0% |
| 30D | -16.7% | +39.2% | -55.9% | -24.8% |
| 3M | -18.4% | +40.3% | -58.7% | -26.8% |
| 6M | +2.9% | +11.4% | -8.4% | -2.3% |
| YTD | +30.4% | +17.5% | +12.9% | +20.6% |
| 1Y | +41.4% | +45.9% | -4.5% | +21.6% |
| 3Y | +104.7% | +47.3% | +57.3% | +50.5% |
| 5Y | +96.9% | -67.2% | +164.1% | +135.4% |
| 10Y | +321.5% | -46.1% | +367.6% | +283.1% |
| All | +199,826.1% | +1,462.6% | +198,363.4% | +49,373.3% |
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