+692.5%
CSCO vs VIVK
-100.0%
+792.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.3% | +12.9% | +0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -10.1% | -43.6% | +33.5% | -10.1% |
| 3M | -15.7% | -95.1% | +79.4% | -15.5% |
| 6M | +36.3% | -98.2% | +134.5% | +36.5% |
| YTD | +43.8% | -97.9% | +141.8% | +44.0% |
| 1Y | +63.9% | -100.0% | +163.9% | +64.6% |
| 3Y | +104.4% | -100.0% | +204.3% | +105.0% |
| 5Y | +111.4% | -100.0% | +211.3% | +112.1% |
| 10Y | +361.7% | -100.0% | +461.7% | +360.6% |
| All | +692.5% | -100.0% | +792.5% | +656.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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