+89.4%
CSCO vs VLTO
+54.8%
+34.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -10.2% | +5.4% | -15.6% | -11.1% |
| 30D | -20.1% | +22.3% | -42.4% | -23.4% |
| 3M | -22.1% | +19.6% | -41.7% | -25.0% |
| 6M | +3.2% | +35.2% | -32.0% | -4.4% |
| YTD | +24.1% | +17.9% | +6.2% | +20.1% |
| 1Y | +34.6% | +19.5% | +15.0% | +29.4% |
| 3Y | +90.0% | +73.9% | +16.1% | +67.3% |
| All | +89.4% | +54.8% | +34.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling