+696.2%
CSCO vs VIG
+623.5%
+72.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -15.7% | +2.8% | -18.5% | -18.2% |
| 6M | +36.3% | +8.2% | +28.1% | +24.8% |
| YTD | +43.8% | +11.0% | +32.8% | +28.2% |
| 1Y | +63.9% | +16.1% | +47.8% | +38.6% |
| 3Y | +104.4% | +56.2% | +48.2% | +23.3% |
| 5Y | +111.4% | +63.0% | +48.4% | +21.1% |
| 10Y | +361.7% | +241.4% | +120.2% | +12.8% |
| All | +696.2% | +623.5% | +72.7% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling