+113.3%
CSCO vs VO
+42.6%
+70.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | -10.1% | -0.3% | -9.8% | -10.0% |
| 3M | -15.7% | +2.9% | -18.6% | -17.5% |
| 6M | +36.3% | +9.3% | +26.9% | +27.5% |
| YTD | +43.8% | +14.2% | +29.6% | +30.4% |
| 1Y | +63.9% | +15.3% | +48.7% | +47.4% |
| 3Y | +104.4% | +56.2% | +48.1% | +47.4% |
| All | +113.3% | +42.6% | +70.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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