+45.9%
CSCO vs VRT
+12.3%
+33.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.9% | +13.5% | +2.5% |
| 7D | -6.1% | -15.4% | +9.3% | -3.9% |
| 30D | -8.2% | -19.0% | +10.8% | -5.6% |
| 3M | -14.6% | -23.8% | +9.3% | -11.6% |
| 6M | +12.7% | -37.9% | +50.6% | +19.1% |
| YTD | +37.0% | +27.0% | +10.0% | +33.9% |
| 1Y | +45.9% | +13.8% | +32.1% | +43.5% |
| All | +45.9% | +12.3% | +33.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling