+562.4%
CSCO vs VO
+827.2%
-264.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 3M | -15.7% | +2.9% | -18.6% | -17.8% |
| 6M | +36.3% | +9.3% | +26.9% | +25.9% |
| YTD | +43.8% | +14.2% | +29.6% | +28.0% |
| 1Y | +63.9% | +15.3% | +48.7% | +44.4% |
| 3Y | +104.4% | +56.2% | +48.1% | +36.4% |
| 5Y | +111.4% | +42.4% | +68.9% | +50.6% |
| 10Y | +361.7% | +194.7% | +166.9% | +67.6% |
| All | +562.4% | +827.2% | -264.8% | -27.5% |
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