+324.2%
CSCO vs VMC
+136.9%
+187.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -4.7% | +1.1% | -5.8% | -4.9% |
| 30D | -17.1% | +17.7% | -34.8% | -20.9% |
| 3M | -19.6% | +1.1% | -20.7% | -20.1% |
| 6M | +2.4% | +1.8% | +0.6% | +1.1% |
| YTD | +29.8% | +1.5% | +28.3% | +27.4% |
| 1Y | +38.7% | -1.1% | +39.8% | +37.1% |
| 3Y | +101.3% | +38.8% | +62.6% | +77.2% |
| 5Y | +94.8% | +49.6% | +45.3% | +64.8% |
| 10Y | +324.2% | +130.6% | +193.6% | +201.8% |
| All | +324.2% | +136.9% | +187.3% | +201.8% |
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