+113.5%
CSCO vs VNQ
+30.7%
+82.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.1% |
| 7D | +2.7% | -1.3% | +4.0% | +3.1% |
| 30D | -9.5% | -2.6% | -6.9% | -8.8% |
| 3M | -7.6% | -2.0% | -5.6% | -7.2% |
| 6M | +44.9% | +4.3% | +40.6% | +41.3% |
| YTD | +47.7% | +9.2% | +38.5% | +41.0% |
| 1Y | +69.1% | +5.6% | +63.5% | +63.8% |
| 3Y | +113.5% | +30.8% | +82.7% | +89.5% |
| All | +113.5% | +30.7% | +82.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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