+220,352.3%
CSCO vs VMC
+3,359.2%
+216,993.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.7% | -4.3% | +3.7% | +0.8% |
| 30D | -10.1% | -8.2% | -1.9% | -7.6% |
| 3M | -15.7% | -7.0% | -8.6% | -14.2% |
| 6M | +36.3% | -10.8% | +47.0% | +40.1% |
| YTD | +43.8% | -7.4% | +51.2% | +45.5% |
| 1Y | +63.9% | -9.5% | +73.4% | +66.7% |
| 3Y | +104.4% | +20.5% | +83.9% | +85.9% |
| 5Y | +111.4% | +51.6% | +59.8% | +75.4% |
| 10Y | +361.7% | +150.0% | +211.6% | +200.1% |
| All | +220,352.3% | +3,359.2% | +216,993.0% | +60,615.3% |
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 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