+59.0%
CSCO vs VG
-51.4%
+110.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.6% | -7.3% |
| 7D | -11.9% | -22.0% | +10.2% | -10.4% |
| 30D | -18.8% | -14.7% | -4.1% | -18.1% |
| 3M | -21.2% | -7.1% | -14.1% | -20.9% |
| 6M | +1.9% | -11.2% | +13.1% | +2.1% |
| YTD | +26.1% | +69.8% | -43.8% | +18.7% |
| 1Y | +34.7% | +49.9% | -15.2% | +27.8% |
| All | +59.0% | -51.4% | +110.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling