+108.5%
CSCO vs VIG
+57.1%
+51.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -10.1% | -2.1% | -8.0% | -8.1% |
| 3M | -11.7% | +3.3% | -15.1% | -14.9% |
| 6M | +40.1% | +9.3% | +30.8% | +27.7% |
| YTD | +43.8% | +10.1% | +33.6% | +30.4% |
| 1Y | +66.6% | +14.7% | +51.9% | +44.8% |
| 3Y | +108.5% | +56.9% | +51.6% | +34.0% |
| All | +108.5% | +57.1% | +51.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling