+92.4%
CSCO vs VLTO
+54.1%
+38.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | -11.9% | +12.0% | -23.9% | -13.8% |
| 30D | -18.8% | +20.8% | -39.7% | -22.1% |
| 3M | -21.2% | +20.1% | -41.3% | -24.3% |
| 6M | +1.9% | +32.6% | -30.7% | -5.0% |
| YTD | +26.1% | +17.3% | +8.8% | +22.1% |
| 1Y | +34.7% | +17.3% | +17.4% | +30.3% |
| 3Y | +94.0% | +66.9% | +27.1% | +71.6% |
| All | +92.4% | +54.1% | +38.3% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling