+829.9%
CSCO vs VNQ
+392.1%
+437.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -10.1% | -2.5% | -7.6% | -9.0% |
| 3M | -11.7% | +1.4% | -13.1% | -12.7% |
| 6M | +40.1% | +4.6% | +35.5% | +36.2% |
| YTD | +43.8% | +10.5% | +33.3% | +35.9% |
| 1Y | +66.6% | +8.4% | +58.2% | +58.7% |
| 3Y | +108.5% | +32.4% | +76.1% | +78.2% |
| 5Y | +114.0% | +5.5% | +108.5% | +103.3% |
| 10Y | +366.8% | +59.1% | +307.7% | +256.3% |
| All | +829.9% | +392.1% | +437.9% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling