+63.9%
CSCO vs VIG
+16.9%
+47.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -0.7% | -0.4% | -0.2% | -0.2% |
| 30D | -10.1% | -1.0% | -9.2% | -9.1% |
| 3M | -15.7% | +2.8% | -18.5% | -18.4% |
| 6M | +36.3% | +8.2% | +28.1% | +24.8% |
| YTD | +43.8% | +11.0% | +32.8% | +30.5% |
| 1Y | +63.9% | +16.1% | +47.8% | +45.8% |
| All | +63.9% | +16.9% | +47.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling