+114.0%
CSCO vs VMC
+52.4%
+61.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -10.1% | -9.1% | -1.0% | -7.7% |
| 3M | -11.7% | -4.1% | -7.6% | -11.2% |
| 6M | +40.1% | -5.5% | +45.6% | +41.0% |
| YTD | +43.8% | -8.9% | +52.7% | +45.6% |
| 1Y | +66.6% | -12.9% | +79.6% | +70.9% |
| 3Y | +108.5% | +22.1% | +86.4% | +85.3% |
| 5Y | +114.0% | +52.7% | +61.2% | +69.2% |
| All | +114.0% | +52.4% | +61.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VMC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling