+113.4%
CSCO vs VNQ
+5.5%
+107.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.4% |
| 7D | -1.1% | -2.6% | +1.6% | +0.2% |
| 30D | -10.8% | -2.3% | -8.4% | -9.9% |
| 3M | -9.2% | -2.8% | -6.4% | -8.3% |
| 6M | +39.5% | +2.5% | +37.0% | +36.7% |
| YTD | +41.5% | +8.4% | +33.1% | +34.4% |
| 1Y | +61.0% | +6.8% | +54.2% | +53.9% |
| 3Y | +105.2% | +29.9% | +75.3% | +74.0% |
| 5Y | +113.4% | +7.2% | +106.2% | +105.7% |
| All | +113.4% | +5.5% | +107.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling