+178.9%
CSCO vs VRT
+1,742.5%
-1,563.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.5% |
| 7D | -10.2% | -21.4% | +11.2% | -7.2% |
| 30D | -20.1% | -25.8% | +5.8% | -16.9% |
| 3M | -22.1% | -33.5% | +11.5% | -17.9% |
| 6M | +3.2% | -49.0% | +52.2% | +12.0% |
| YTD | +24.1% | +12.9% | +11.1% | +19.2% |
| 1Y | +34.6% | 0.0% | +34.5% | +31.1% |
| 3Y | +90.0% | +361.8% | -271.8% | +39.4% |
| 5Y | +88.6% | +565.1% | -476.6% | +22.9% |
| All | +178.9% | +1,742.5% | -1,563.6% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling