+204,102.2%
CSCO vs VMC
+3,652.5%
+200,449.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -2.8% | -4.3% | +1.5% | -1.2% |
| 30D | -12.6% | +16.2% | -28.9% | -17.1% |
| 3M | -16.0% | -0.8% | -15.2% | -16.1% |
| 6M | +2.8% | +1.2% | +1.7% | +1.4% |
| YTD | +33.2% | +0.5% | +32.8% | +30.8% |
| 1Y | +43.1% | -2.9% | +46.0% | +41.9% |
| 3Y | +106.7% | +37.3% | +69.3% | +79.8% |
| 5Y | +103.6% | +48.8% | +54.8% | +69.9% |
| 10Y | +330.5% | +131.4% | +199.1% | +188.3% |
| All | +204,102.2% | +3,652.5% | +200,449.7% | +54,478.2% |
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 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