+89.3%
CSCO vs VLTO
+69.5%
+19.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.6% |
| 3M | -22.4% | +19.6% | -42.0% | -25.5% |
| 6M | +2.8% | +35.2% | -32.4% | -5.2% |
| YTD | +23.6% | +17.9% | +5.8% | +19.5% |
| 1Y | +34.0% | +19.5% | +14.5% | +28.7% |
| 3Y | +89.3% | +73.9% | +15.3% | +45.8% |
| All | +89.3% | +69.5% | +19.8% | +45.8% |
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