+104.7%
CSCO vs VMC
+41.7%
+63.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.6% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -16.7% | +18.6% | -35.2% | -19.2% |
| 3M | -18.4% | +2.0% | -20.5% | -18.7% |
| 6M | +2.9% | +2.6% | +0.3% | +2.2% |
| YTD | +30.4% | +2.3% | +28.2% | +28.6% |
| 1Y | +41.4% | +1.7% | +39.7% | +39.4% |
| 3Y | +104.7% | +41.7% | +62.9% | +82.8% |
| All | +104.7% | +41.7% | +63.0% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling