+199,826.0%
CSCO vs VMC
+3,719.4%
+196,106.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.3% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -16.7% | +18.6% | -35.2% | -21.4% |
| 3M | -18.4% | +2.0% | -20.5% | -19.3% |
| 6M | +2.9% | +2.6% | +0.3% | +1.0% |
| YTD | +30.4% | +2.3% | +28.2% | +27.3% |
| 1Y | +41.4% | +1.7% | +39.7% | +38.1% |
| 3Y | +104.7% | +41.7% | +62.9% | +76.2% |
| 5Y | +96.9% | +46.6% | +50.3% | +65.2% |
| 10Y | +321.5% | +140.3% | +181.2% | +178.6% |
| All | +199,826.0% | +3,719.4% | +196,106.6% | +53,030.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling