+618.4%
CSCO vs VIG
+650.0%
-31.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -4.7% | +1.0% | -5.7% | -5.5% |
| 30D | -17.1% | +4.5% | -21.6% | -21.1% |
| 3M | -19.6% | +2.1% | -21.7% | -21.4% |
| 6M | +2.4% | +10.5% | -8.1% | -8.2% |
| YTD | +29.8% | +15.1% | +14.7% | +11.2% |
| 1Y | +38.7% | +16.9% | +21.8% | +16.6% |
| 3Y | +101.3% | +65.6% | +35.8% | +13.9% |
| 5Y | +94.8% | +64.4% | +30.5% | +10.8% |
| 10Y | +324.2% | +260.6% | +63.6% | -2.5% |
| All | +618.4% | +650.0% | -31.6% | -28.1% |
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