+88.7%
CSCO vs VLTO
+54.8%
+33.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -22.4% | +19.6% | -42.0% | -25.3% |
| 6M | +2.8% | +35.2% | -32.4% | -4.7% |
| YTD | +23.6% | +17.9% | +5.8% | +19.6% |
| 1Y | +34.0% | +19.5% | +14.5% | +28.9% |
| 3Y | +89.3% | +73.9% | +15.3% | +66.7% |
| All | +88.7% | +54.8% | +33.8% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling