+500.8%
CSCO vs VO
+822.3%
-321.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +2.7% |
| 7D | -2.9% | -0.1% | -2.8% | -2.6% |
| 30D | -16.7% | +0.5% | -17.2% | -16.9% |
| 3M | -18.4% | -1.0% | -17.4% | -17.5% |
| 6M | +2.9% | +6.4% | -3.5% | -2.2% |
| YTD | +30.4% | +13.6% | +16.8% | +16.9% |
| 1Y | +41.4% | +14.5% | +26.9% | +25.7% |
| 3Y | +104.7% | +67.2% | +37.4% | +29.1% |
| 5Y | +96.9% | +36.1% | +60.9% | +46.9% |
| 10Y | +321.5% | +199.3% | +122.2% | +51.3% |
| All | +500.8% | +822.3% | -321.6% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling