+104.7%
CSCO vs VLTO
+73.3%
+31.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | -2.9% | +2.0% | -5.0% | -3.3% |
| 30D | -16.7% | +21.8% | -38.5% | -20.3% |
| 3M | -18.4% | +20.2% | -38.7% | -21.8% |
| 6M | +2.9% | +36.3% | -33.4% | -5.3% |
| YTD | +30.4% | +18.8% | +11.6% | +25.9% |
| 1Y | +41.4% | +20.4% | +21.0% | +35.5% |
| 3Y | +104.7% | +71.9% | +32.7% | +60.0% |
| All | +104.7% | +73.3% | +31.4% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling