+377.3%
CSCO vs VMC
+146.8%
+230.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | 0.0% | -5.3% | +5.3% | +1.5% |
| 30D | -10.7% | -12.3% | +1.5% | -7.5% |
| 3M | -8.7% | -10.3% | +1.5% | -6.4% |
| 6M | +44.9% | -8.6% | +53.5% | +47.3% |
| YTD | +44.1% | -11.9% | +56.0% | +47.5% |
| 1Y | +65.9% | -13.9% | +79.8% | +70.6% |
| 3Y | +109.0% | +18.2% | +90.8% | +93.0% |
| 5Y | +114.8% | +47.7% | +67.0% | +83.0% |
| 10Y | +377.3% | +152.5% | +224.9% | +243.3% |
| All | +377.3% | +146.8% | +230.6% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling