+68.0%
CSCO vs VG
-46.6%
+114.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.3% |
| 7D | -2.8% | +5.5% | -8.3% | -3.1% |
| 30D | -12.6% | -3.6% | -9.1% | -12.5% |
| 3M | -16.0% | -4.0% | -12.0% | -15.9% |
| 6M | +2.8% | +9.4% | -6.5% | +1.7% |
| YTD | +33.2% | +86.6% | -53.4% | +24.6% |
| 1Y | +43.1% | +69.5% | -26.4% | +34.7% |
| All | +68.0% | -46.6% | +114.6% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling